We investigate effective interactions between a colloidal particle, immersed in a binary mixture of smaller spheres, and a semipermeable membrane. The colloid is modeled as a big hard sphere, and the membrane is represented as an infinitely thin surface, which is fully permeable to one of the smaller spheres and impermeable to the other one. Within the framework of the density functional theory, we evaluate depletion potentials and we consider two different approximate theories: the simple Asakura-Oosawa approximation and the accurate White-Bear version of the fundamental measure theory. The effective potentials are compared with the corresponding potentials for the hard, nonpermeable wall. Using statistical-mechanical sum rules, we argue that the contact value of the depletion potential between a colloid and a semipermeable membrane is smaller in magnitude than the potential between a colloid and a hard wall. A heuristic argument is provided that the colloid-semipermeable membrane effective interactions are generally weaker than these near a hard nonpermeable wall. These predictions are confirmed by explicit calculations, and the effect is more pronounced for smaller osmotic pressures. The depletion potential for a colloidal particle inside a semipermeable vesicle is stronger than the potential for the colloidal particle located outside of a vesicle. We find that the asymptotic decay of the depletion potential for the semipermeable membrane is similar to that for the nonpermeable wall and reflects the asymptotics of the total correlation function of the corresponding binary mixture of smaller spheres. Our results demonstrate that the ability of the membrane to change its shape as well as specific interactions constitute an important factor in determining the effective interactions between the semipermeable membrane and the colloidal macroparticle.