The present invention provides a stable non-naturally occurring cellular membrane vesicle for delivering an active agent into a target cell. The cellular membrane vesicle comprises a biological membrane from a parent cell and a liquid medium encapsulated by the biological membrane. The liquid medium comprises an active agent and does not comprise a native cytoplasmic component of the parent cell. The biological membrane is specific for the target cell, and the active agent remains active upon delivery into the target cell. Also provided are methods for delivering the active agent with the cellular membrane vesicle and methods of preparing the cellular membrane vesicles.