Accurate vessel segmentation in X-ray angiograms is crucial for numerous clinical applications. However, the scarcity of annotated data presents a significant challenge, which has driven the adoption of self-supervised learning (SSL) methods such as masked image modeling (MIM) to leverage large-scale unlabeled data for learning transferable representations. Unfortunately, conventional MIM often fails to capture vascular anatomy because of the severe class imbalance between vessel and background pixels, leading to weak vascular representations. To address this, we introduce Vascular anatomy-aware Masked Image Modeling (VasoMIM), a novel MIM framework tailored for X-ray angiograms that explicitly integrates anatomical knowledge into the pre-training process. Specifically, it comprises two complementary components: anatomy-guided masking strategy and anatomical consistency loss. The former preferentially masks vessel-containing patches to focus the model on reconstructing vessel-relevant regions. The latter enforces consistency in vascular semantics between the original and reconstructed images, thereby improving the discriminability of vascular representations. Empirically, VasoMIM achieves state-of-the-art performance across three datasets. These findings highlight its potential to facilitate X-ray angiogram analysis.