The diffusion coefficient of an inclusion in a liquid membrane is investigated by taking into account the interaction between membranes and bulk solvents of arbitrary thickness. As illustrative examples, the diffusion coefficients of two types of inclusions, a circular domain composed of fluid with the same viscosity as the host membrane and that of a polymer chain embedded in the membrane, are studied. The diffusion coefficients are expressed in terms of the hydrodynamic screening lengths, which vary according to the solvent thickness. When the membrane fluid is dragged by the solvent of finite thickness, via stick boundary conditions, multiple hydrodynamic screening lengths together with the weight factors to the diffusion coefficients are obtained from the characteristic equation. The conditions for which the diffusion coefficients can be approximated by the expression including only a single hydrodynamic screening length are also shown.