Block copolymer vesicles have been widely used in the field of drug delivery, microreactors, and cell membrane mimetics. Introducing terminal groups to the block copolymer can control the structures of vesicles, which is important for improving the application of vesicles. In this paper, the effects of terminal groups on the structure of vesicles were studied by dissipative particle dynamics simulation. We considered different locations, hydrophobicity, and numbers of terminal groups. When the terminal group located at the end of a hydrophobic block, the increase of wall thickness and the decrease of cavity size of vesicles were observed with the hydrophobicity of the terminal group increasing. In contrast, when the terminal group located at the end of the hydrophilic block, with the hydrophobicity of terminal groups increasing, the vesicular cavity size increased but the wall thickness of vesicles remained nearly unchanged. Finally, increasing the number of terminal groups lead to a decrease of cavity size and an increase of wall thickness of vesicles. The hydrophobic changes of polymer molecules are regarded as the origin of the structural changes of vesicles. This simulation study supplies a potential approach that controls the structures of vesicles and is expected to facilitate its further applications.