We have demonstrated the realization of a coherent vesicle random lasing (VRL) from the dye doped azobenzene polymer vesicles self-assembled in the tetrahydrofuran-water system, which contains a double-walled structure: a hydrophilic and hydrophobic part. The effect of the dye and azobenzene polymer concentration on the threshold of random laser has been researched. The threshold of random laser decreases with an increase in the concentration of the pyrromethene 597 (PM597) laser and azobenzene polymer. Moreover, the scattering of small size group vesicles is attributed to providing a loop to boost the coherent random laser through the Fourier transform analysis. Due to the vesicles having the similar structure with the cell, the generation of coherent random lasers from vesicles expand random lasers to the biomedicine filed.