In this study, spontaneous vesicle formation from the sodium salt of acidic sophorolipid (SLNa) was observed, and its potential application as a skin penetration enhancer for triterpene glycosides extracted from the fruits of Siraitia grosvenorii Swingle was then investigated. Dynamic light scattering (DLS) measurements of the SLNa assemblies prepared by the gentle mixing of SLNa with water (1%) showed their hydrodynamic radius (Rh) to be 96.2 nm, and their structure was assigned to be vesicles by freeze-fracture electron microscopy (FF-TEM). DLS and FF-TEM also revealed that the size of the vesicles increased with an increase in the concentration of the triterpene glycosides, indicating that the triterpene glycosides were incorporated into the SLNa vesicles. The results of an in vitro skin permeation assay, after loading the SLNa vesicles on a 3D cultured skin model, showed that the amount of SLNa that penetrated though the skin model increased with time. It was also found that the amount of permeated mogroside, which is the main active component of triterpene glycosides, was significantly enhanced by the SLNa vesicle formulation. These results clearly demonstrated that spontaneously formed vesicles composed of the bolaamphiphile SLNa are useful for application as penetration enhancers for active ingredients such as mogroside V.