Designing intelligent microrobots that can autonomously navigate and perform instructed routines in blood vessels, a complex and crowded environment with obstacles including dense cells, different flow patterns and diverse vascular geometries, can offer enormous possibilities in biomedical applications. Here we report a hierarchical control scheme that enables a microrobot to efficiently navigate and execute customizable routines in blood vessels. The control scheme consists of two highly decoupled components: a high-level controller setting short-ranged dynamic targets to guide the microrobot to follow a preset path and a low-level deep reinforcement learning (DRL) controller responsible for maneuvering microrobots towards these dynamic guiding targets. The proposed DRL controller utilizes three-dimensional (3D) convolutional neural networks and is capable of learning control policy directly from a coarse raw 3D sensory input. In blood vessels with rich configurations of red blood cells and vessel geometry, the control scheme enables efficient navigation and faithful execution of instructed routines. The control scheme is also robust to adversarial perturbations including blood flows. This study provides a proof-of-principle for designing data-driven control systems for autonomous navigation in vascular networks; it illustrates the great potential of artificial intelligence for broad biomedical applications such as target drug delivery, blood clots clear, precision surgery, disease diagnosis, and more.