Alveoli are rich with blood capillaries.
The accumulation of CO2 in the blood triggers out bodies respiration. As the level of CO2 accumulates, a message is sent to the intercostal muscles and diaphragm to contract reducing pressure drawing the air. This air fills the alveoli ready for gaseous exchange. Through the process of diffusion, oxygen is diffused into the blood in the capillaries surrounding the alveoli where the concentration is less, the oxygen attaches itself on red blood cells within the capillaries