In this work we made an attempt to assess the effect of drug-induced changes of flexibility on the penetration of deformable vesicles into the human skin. Eight cationic liposomes with different degrees of flexibility were obtained by entrapping unfractionated heparin, enoxaparin, and nadroparin. The deformability was studied by a novel, facile, and reliable extrusion assay appositely developed and validated by means of quantitative nanoscale mechanical AFM measurements of vesicle elastic modulus (log(YM)). The proposed extrusion assay, determining the forces involved in vesicles deformation, resulted very sensitive to evidence of minimal changes in bilayer rigidity (σ) and vesicle deformation (K). The drug loading caused a reduction of liposome flexibility with respect to the reference plain liposomes and in accordance to the heparin type, drug to cationic lipid (DOTAP) ratio, and drug distribution within the vesicles. Interestingly, the σ and log(YM) values perfectly correlated (R = 0.935), demonstrating the reliability of the deformability data obtained with both approaches. The combination of TEM and LC-MS/MS spectrometry allowed the pattern of the penetration of the entire vesicles into the skin to be followed. In all cases, intact liposomes in the epidermis layers were observed and a relationship between the depth of penetration and the liposome flexibility was found, supporting the hypothesis of the whole vesicle penetration mechanism. Moreover, the results of the extent (R) of vesicle penetration in the human skin samples showed a direct relation to the flexibility values (σ = 0.65 ± 0.10 MPa → R = 3.33 ± 0.02 μg/mg; σ = 0.95 ± 0.04 MPa → R = 1.18 ± 0.26 μg/mg; σ = 1.89 ± 0.30 MPa → R = 0.53 ± 0.33 μg/mg).