The extraction of blood vessels has recently experienced a widespread interest in medical image analysis. Automatic vessel segmentation is highly desirable to guide clinicians in computer-assisted diagnosis, therapy or surgical planning. Despite a good ability to extract large anatomical structures, the capacity of U-Net inspired architectures to automatically delineate vascular systems remains a major issue, especially given the scarcity of existing datasets. In this paper, we present a novel approach that integrates into deep segmentation shape priors from a Semi-Overcomplete Convolutional Auto-Encoder (S-OCAE) embedding. Compared to standard Convolutional Auto-Encoders (CAE), it exploits an over-complete branch that projects data onto higher dimensions to better characterize tiny structures. Experiments on retinal and liver vessel extraction, respectively performed on publicly-available DRIVE and 3D-IRCADb datasets, highlight the effectiveness of our method compared to U-Net trained without and with shape priors from a traditional CAE.