A novel method has been developed to prepare vesicles from aqueous solutions of poly(ethylene oxide)-poly(propylene oxide)-poly(ethylene oxide) triblock copolymer, by adding anionic surfactant sodium dodecyl sulfate (SDS) and inorganic salt NaF. As determined by TEM and dynamic light scattering (DLS) measurements, the average diameter of vesicles is about 800 nm having 50 nm outer shell thickness. Identifying hydrophobic interactions between the block copolymers and the microenvironments around the vesicles using FTIR, H-1 NMR, and fluorescence spectroscopy techniques revealed the vesicle formation mechanism. The spontaneously formed vesicles were further cross-linked by converting the terminal hydroxyl groups of block copolymers into aldehydes, and then chemically bridging the polymer chains by the reaction between aldehydes and diamine compounds. The cross-linked vesicles are proved much more stable than free vesicles even at higher dilutions. The obtained vesicles with good stability and biocompatibility are promising candidates for widespread applications.