Here, we report that nanoparticles modified with simple end-functionalized alkyl thiol ligands show interesting directional self-assembly behavior and can act as an effective surfactant to encapsulate other functional molecules and nanoparticles. Gold nanoparticles modified with the mixture of alkyl thiols and hydroxyl-terminated alkyl thiols organize into unique vesicle-like structures with controllable membrane thicknesses. Molecular dynamics simulations showed that the ligand segregation and the edge-to-edge ligand binding are responsible for the two-dimensional assembly formation. Furthermore, the nanoparticle assemblies can encapsulate other functional nanoparticles into the membrane or inside the cavity, generating multicomponent inorganic vesicles with various morphologies. The light-induced release profiles of encapsulated dye molecules showed that the membrane properties can be controlled by varying the membrane thickness and ligand composition.