Vesicle-in-vesicle self-assembled containers, or vesosomes, are promising alternatives to liposomes because of their possible hierarchical encapsulation and high stability. We report herein the first example of sugar-based vesicles-in-vesicles, which we baptize glucosomes. These were prepared by using a natural microbial glycolipid (branched C22 sophorolipid) extracted from the culture medium of the yeast Pseudohyphozyma bogoriensis. Glucosomes spontaneously formed in water between pH 6 and pH 4 at room temperature, without the requirement of any additive. By means of pH-resolved in situ small angle X-ray scattering, we provided direct evidence for the vesicle-formation mechanism. Statistical treatment of the vesicle radii distribution measured by cryo-tansmission electron microscopy by using a derived form of the Helfrich bending free-energy expression provided an order of magnitude for the effective bending constant (the sum of the curvature and the saddle-splay moduli) of the lipid membrane to K=(0.4±0.1) kBT. This value is in agreement with the bending constant measured for hydrocarbon-based vesicles membranes.