We present a full derivation of capillary fluid equations from the kinetic theory of dense gases. These equations involve van der Waals' gradient energy, Korteweg's tensor, Dunn and Serrin's heat flux as well as viscous and heat dissipative fluxes. Starting from macroscopic equations obtained from the kinetic theory of dense gases, we use a new second order expansion of the pair distribution function in order to derive the diffuse interface model. The capillary extra terms and the capillarity coefficient are then associated with intermolecular forces and the pair interaction potential.