This work reports the self-assembly of anion-exchangeable vesicles from an amphiphilic hyperbranched polymeric ionic liquid (HBPIL). By a simple one-step anion exchange with methyl orange, the obtained HBPILs could self-assemble into pH-indicative and colorful vesicles in water with color changes directly visible to the naked eye in response to solution pH. In addition, by another step of anion exchange with bovine serum albumin (BSA), the BSA-coated vesicles could also be readily prepared.