Using a continuous chain length distribution, the effect of polydispersity on the structures of vesicles self-assembled by amphiphilic polydisperse diblock copolymers in dilute solutions is investigated by two-dimensional (2D) real-space self-consistent-field theory. It is discovered that larger polydispersity favors the formation of smaller vesicles or quasi-vesicles. This polydispersity effect can be attributed to the segregation of copolymers according to their chain lengths. Two types of chain segregations are observed.. First of all, the shorter chains tend to localize at the A/B interfaces while the longer chains tend to stretch to the outer surfaces. Second, there is a separation of copolymers to the inner and outer monolayers of the bilayers, leading to a longer average chain length in outer monolayer.