An object of the present invention is to provide a transformation system for Labyrinthulomycota that allows the elucidation of biosynthetic mechanisms of lipids such as PUFA and carotenoids as well as for the construction of a high production system and the design and development of novel functional lipid molecules by the control of the mechanisms. The present invention provides a vector for the transformation of Labyrinthulomycota with a transgene, which comprises at least (1) a nucleotide sequence which is homologous to a part of chromosomal DNA of Labyrinthulomycota and is capable of homologous recombination with the chromosomal DNA, (2) a selection marker gene having a promoter sequence located upstream and a terminator sequence located downstream, and (3) a cloning site for transgene insertion having a promoter sequence located upstream and a terminator sequence located downstream.