The invention discloses a drug-loaded polymer vesicle with an asymmetric membrane structure, a preparation method and application in preparation of a drug for treating acute myeloid leukemia. An amphiphilic triblock polymer with polyaspartic acid PAsp, a targeted amphiphilic block polymer and a small molecule drug are assembled together to prepare the targeted small molecule drug-loaded polymer vesicle with the asymmetric membrane structure. The drug-loaded polymer vesicle disclosed by the invention has many unique advantages, including small size, simple and controllable preparation, reversible crosslinking, in-vivo stability, targeted delivery, high intracellular drug enrichment concentration, sensitive reduction, efficient killing of tumor cells, significant tumor growth inhibition effect and the like, and especially the drug-loaded vesicle disclosed by the invention has effective inhibition on both acute myeloid leukemia cell lines and patient cells. Therefore, the polymer vesicleis expected to become a simple and multifunctional nano platform for efficient and specific targeted delivery of drugs to tumor cells.