The invention provides a polypeptide vesicle carried with hemoglobin and a preparation method thereof. The hemoglobin is wrapped in the vesicle, and the wall of the vesicle consists of polylysine-polyphenylalanine di-block copolypeptide. Firstly, hexyl amine is taken as an initiating agent, poly(Z-lysine) is obtained through ring-opening polymerization of N-benzyloxycarbonyl(Z)lysineN-carbonyl carboxylic acid anhydride, then a terminal amino group of the poly(Z-lysine) is used to initiate the ring-opening polymerization of phenylalanineN-carbonyl carboxylic acid anhydride to obtain poly(Z-lysine)-polyphenylalanine, the poly(Z-lysine)-polyphenylalanine is deprotected and then is self-assembled in an aqueous solution to form a vesicle and wrap the hemoglobin, and the vesicle with the hemoglobin is obtained. The vesicle is formed by directly assembling amphiphilic block copolypeptide in the aqueous solution, and no organic solvent needs to be used, so the biological activity of the hemoglobin is better maintained.