We propose and demonstrate the use of a hollow circular dielectric waveguide for laser transverse mode control. A capillary inserted in a conventional transversely pumped pulse dye laser is shown to effectively promote the fundamental gaussian beam oscillation. It is shown by direct comparison that capillary dye lasers are superior to pinhole dye lasers in that the beam far-field divergence is small, the power conversion of the pump to TEM 00 mode output is high. Capillary dye lasers are also superior to waveguide dye lasers in that the design is simple and flexible. It is suggested that the use of capillaries for transverse mode control be applicable to other types of lasers.