Living or artificial self-propelled colloidal particles show original dynamics when they interact with other objects like passive particles, interfaces or membranes. These active colloids can transport small cargos or can be guided by passive objects, performing simple tasks that could be implemented in more complex systems. Here, we present an experimental investigation at the single particle level of the interaction between isolated active colloids and giant unilamellar lipid vesicles. We observed a persistent orbital motion of the active particle around the vesicle, which is independent of both the particle and the vesicle sizes. Force and torque transfers between the active particle and the vesicle is also described. These results differ in many aspects from recent theoretical and experimental reports on active particles interacting with solid spheres or liquid drops, and may be relevant for the study of swimming particles interacting with cells in biology or with microplastics in environmental science.