A vesicle is produced by: a step of producing a W/O emulsion from an aqueous solution containing a substance to be entrapped in a vesicle in a dissolved or suspended state and an organic solvent phase containing a lipid having emulsification capacity, which can constitute the vesicle; a step of producing a W/O/W emulsion from the W/O emulsion and an external water phase solution of a water-soluble emulsifier, which does not destroy a vesicle lipid membrane; and a step of removing the organic solvent phase from the W/O/W emulsion, so as to form a vesicle. This method simultaneously achieves a high entrapment yield of an active ingredient and the control of a particle diameter.