Outer membrane vesicles (OMVs) from Gram-negative bacteria are known to be involved in lateral DNA transfer, but the presence of DNA in these vesicles has remained difficult to explain. An ultrastructural study of the Antarctic psychrotolerant bacterium Shewanella vesiculosa M7(T) has revealed that this Gram-negative bacterium naturally releases conventional one-bilayer OMVs through a process in which the outer membrane is exfoliated and only the periplasm is entrapped, together with a more complex type of OMV, previously undescribed, which on formation drag along inner membrane and cytoplasmic content and can therefore also entrap DNA. These vesicles, with a double-bilayer structure and containing electron-dense material, were visualized by transmission electron microscopy (TEM) after high-pressure freezing and freeze-substitution (HPF-FS), and their DNA content was fluorometrically quantified as 1.8 ± 0.24 ng DNA/μg OMV protein. The new double-bilayer OMVs were estimated by cryo-TEM to represent 0.1% of total vesicles. The presence of DNA inside the vesicles was confirmed by gold DNA immunolabeling with a specific monoclonal IgM against double-stranded DNA. In addition, a proteomic study of purified membrane vesicles confirmed the presence of plasma membrane and cytoplasmic proteins in OMVs from this strain. Our data demonstrate the existence of a previously unobserved type of double-bilayer OMV in the Gram-negative bacterium Shewanella vesiculosa M7(T) that can incorporate DNA, for which we propose the name outer-inner membrane vesicle (O-IMV).