We report on an improved method to encapsulate proteins and other macromolecules inside surface-tethered liposomes to reduce or eliminate environmental interference for single-molecule investigations. These lipid vesicles are large enough for the molecule to experience free diffusion but sufficiently small so that the molecule appears effectively immobile under the fluorescence microscope. Single-molecule fluorescence experiments were used to characterize this anchoring method relative to direct immobilization via biotin-streptavidin linkers. Multidimensional histograms of intensity, polarization, and lifetime revealed that molecules trapped in liposomes display a narrow distribution around a single peak, while the molecules directly immobilized on surface show highly dispersed values for all parameters. By hydrating the lipid film at low volumes, high encapsulation efficiencies can be achieved with similar to 10 times less biological material than previous protocols. We measured vesicle size distributions and found no significant advantage for using freeze-thaw cycles during vesicle preparation. On the contrary, the temperature jump can induce irreversible damage of fluorophores and it reduces significantly the functionality of proteins, as demonstrated on single-molecule binding experiments on STAT3. Our improved and biologically gentle molecule encapsulation protocol has a great potential for widespread applications in single-molecule fluorescence spectroscopy.