The arterial network of the cardiovascular system (CVS) is composed of two systems, the macrocirculation (elastic and muscular arteries) and the microcirculation (arterioles and capillaries) which interact to allow the organism to adapt to intern and extern perturbations. With age and/or risk factors such as the hypertension, some lesions appear in the arterial network and the cross-talk between the macrocirculation and the microcirculation seems to play an important role in the development of vascular diseases. A better comprehension of the interactions between the macrocirculation and the microcirculation could improve the understanding of vascular diseases development. We therefore studied the cross-talk between the macrocirculation and the microcirculation through two approaches: (1) physiological signals processing and (2) CVS modeling. After the acquisition of signals from the heart, the macrocirculation and the microcirculation, recorded on healthy subjects, we applied different signal processing concepts (spectral analysis, multifractal analysis, multiscale entropy) and highlighted potential relations between the macrocirculation and the microcirculation. Moreover, we built, in parallel, a model able to predict the arterial pressure and the blood flow in macrovascular and microvascular networks. This model also allowed the observation of interactions between the macrocirculation and the microcirculation in normal and abnormal conditions.