Small cells, millimeter waves (mmW), and massive multiple-input multiple-output (MIMO) deployments have emerged as key technologies for mobile systems in the fifth generation (5G). However, a very few studies have been done on combining these three technologies into the cellular systems. In this paper, the authors provide an in-depth capacity analysis for the integrated small cells of mmW systems. Small cells are deployed for enhancing the capacity. It turns out that mmW signals are responsive to blockages, leading the line of sight (LOS) and non-line of sight (NLOS) conditions to have very different path loss rules. They divide power research into low signal-to-noise (SNR) and high SNR regimes based on signal-to-interference plus noise ratio. In the noise-dominated (low-SNR regime), the capacity analysis is derived by the simplest assumptions of the Shannon-Hartley theorem. The results of this study show that under NLOS and LOS scenarios, mmW frequency and distance between the user equipment and base station decrease logarithmically for system capacity.