Cell-penetrating peptides (CPPs) are defined as carriers that are able to cross the plasma membrane and to transfer a cargo into cells. One of the main common features required for this activity resulted from the interactions of CPPs with the plasma membrane (lipids) and more particularly with components of the extracellular matrix of the membrane itself (heparan sulphate). Indeed, independent of the direct translocation or the endocytosis-dependent internalization, lipid bilayers are involved in the internalization process both at the level of the plasma membrane and at the level of intracellular traffic (endosomal vesicles). In this article, we present a detailed protocol describing the different steps of a large unilamellar vesicles (LUVs) formulation, purification, characterization, and application in fluorescence leakage assay in order to detect possible CPP-membrane destabilization/interaction and to address their role in the internalization mechanism. LUVs with a lipid composition reflecting the plasma membrane content are generated in order to encapsulate both a fluorescent dye and a quencher. The addition of peptides in the extravesicular medium and the induction of peptide-membrane interactions on the LUVs might thus induce in a dose-dependent manner a significant increase in fluorescence revealing a leakage. Examples are provided here with the recently developed tryptophan (W)- and arginine (R)-rich Amphipathic Peptides (WRAPs), which showed a rapid and efficient siRNA delivery in various cell lines. Finally, the nature of these interactions and the affinity for lipids are discussed to understand and to improve the membrane translocation and/or the endosomal escape.