This image shows some alveoli. Each bronchiole ends in an alveolar duct, leading to an alveolar sac made up of many alveoli - as you can see, they look a bit like a bunch of grapes.

The walls of the alveoli are very thin, semi-permeable membranes.

They are surrounded by a dense network of capillary blood vessels. Oxygen and carbon dioxide are exchanged between the blood and air across the walls of the alveoli.