We report thermally triggered self-assembly of folded proteins into vesicles that incorporates globular proteins as building blocks. Leucine zipper coiled coils were combined with either globular proteins or elastin-like polypeptides as recombinant fusion proteins, which form rodcoil and globule-rodcoil protein complex amphiphiles. In aqueous solution, they self-assembled into hollow vesicles via temperature-responsive inverse phase transition. The characteristic of the protein vesicle membranes enables preferential encapsulation of simultaneously formed protein coacervate. Furthermore, the type of encapsulated cargo extends to small molecules and nanoparticles. Our approach offers a versatile strategy to create protein vesicles as vehicles with biological functionality.