A hallmark of autophagy is the de novo formation of double-membrane vesicles called autophagosomes, which sequester various cellular constituents for degradation in lysosomes or vacuoles. The membrane dynamics underlying the biogenesis of autophagosomes, including the origin of the autophagosomal membrane, are still elusive. Although previous studies suggested that COPII vesicles are closely associated with autophagosome biogenesis, it remains unclear whether these vesicles serve as a source of the autophagosomal membrane. Using a recently developed COPII vesicle–labeling system in fluorescence and immunoelectron microscopy in the budding yeast Saccharomyces cerevisiae, we show that the transmembrane cargo Axl2 is loaded into COPII vesicles in the ER. Axl2 is then transferred to autophagosome intermediates, ultimately becoming part of autophagosomal membranes. This study provides a definitive answer to a long-standing, fundamental question regarding the mechanisms of autophagosome formation by implicating COPII vesicles as a membrane source for autophagosomes.