The creation of CO2-responsive materials that undergo structural transition between micelle and vesicle is of great importance from both theoretical and practical points of view. In this work, we have developed a series of CO2-responsive single-tailed amphiphilic ionic liquids (ILs) composed of N-alkyl-N-methyldiethanolamine cation [CnMDEA](+) (n = 8, 10, 12, 14, 16, 18) and 2-pyrrolidinone [2-Pyr](-) anion. The aggregation behavior and self-assembly structures of the ILs in aqueous solution have been investigated by conductivity, surface tension, dynamic light scattering, cryogenic transmission electron microscopy, small-angle X-ray scattering, and nuclear magnetic resonance spectroscopy. For the first time, CO2 driven reversible switching of self-assembly between spherical micelle and unilamellar vesicle is found for [CnMDEA][2-Pyr] (n = 16, 18) in aqueous solutions at 20 °C and atmospheric pressure. It is shown that the mechanism behind the reversible micelle to vesicle transition involves the formation of carbamate anion from the reaction between [2-Pyr](-) and CO2.