A numerical study of multi-phase granular materials based upon micro-mechanical modelling is proposed. Discrete element simulations are used to investigate capillary induced effects on the friction properties of a granular assembly in the pendular regime. Capillary forces are described at the local scale through the Young-Laplace equation and are superimposed to the standard dry particle interaction usually well simulated through an elastic-plastic relationship. Both effects of the pressure difference between liquid and gas phases and of the surface tension at the interface are integrated into the interaction model. Hydraulic hysteresis is accounted for based on the possible mechanism of formation and breakage of capillary menisci at contacts. In order to upscale the interparticular model, triaxial loading paths are simulated on a granular assembly and the results interpreted through the Mohr-Coulomb criterion. The micro-mechanical approach is validated with a capillary cohesion induced at the macroscopic scale. It is shown that interparticular menisci contribute to the soil resistance by increasing normal forces at contacts. In addition, more than the capillary pressure level or the degree of saturation, our findings highlight the importance of the density number of liquid bonds on the overall behaviour of the material.