The boundary effect on the sedimentation of a colloidal particle is investigated theoretically by considering a composite sphere, which comprises a rigid core and an ion-penetrable membrane layer, in a spherical cavity. A pseudo-spectral method is adopted to solve the governing electrokinetic equations, and the influences of the key parameters on the sedimentation behavior of a particle are discussed. We show that both the qualitative and quantitative behaviors of a particle are influenced significantly by the presence of the membrane layer. For example, if the membrane layer is either free of fixed charge or positively charged and the surface potential of the rigid core is sufficiently high, the sedimentation velocity has a local minimum and the sedimentation potential has a local maximum as the thickness of the double layer varies. These local extrema are not observed when the membrane layer is negatively charged. If the double layer is thin, the influence of the fixed charge in the membrane layer on the sedimentation potential is inappreciable.