A method combined the self-consistent field theory (SCFT) for the rigid rod with the Helfrich curvature elasticity theory for the vesicle has been developed for studying the shape of vesicles anchored by rigid rod. Both the deformation of the vesicle and the density distribution of rod segments can be obtained. Because of the vesicle's impenetrability for the rod segments and the decrease of the available space for the rod orientational configurations, the anchored rod segments exert the inhomogeneous entropic pressure on the vesicle and induce the change of vesicle shape. The interaction between the rod segments and the vesicle membrane exerts an extra tension to the membrane. Thus the interaction between the vesicle membrane and the rod segments, the rod length, and the bending rigidity of vesicle are investigated as the important factors to the shape transformation of the vesicle and the density distribution of rod segments. This method can be extended to more complicated and real biological systems, such as polymers with different topological architectures/ vesicle, multiple chains/vesicle, protein inclusions, etc.