Detailed characterization of protein, peptide or drug interactions with natural membrane is still a challenge. This review focuses on the use of nuclear magnetic resonance (NMR) for the analysis of interaction of molecules with small unilamellar vesicles (SUV). These phospholipid vesicles are often used as model membranes for fluorescence or circular dichroism experiments. The various NMR approaches for studying molecule-lipid association are reviewed. After a brief survey of the SUV characterization, the use of heteronuclear NMR (phosphorous, carbon, fluorine) is described. Applications of proton NMR through transferred nuclear Overhauser effect to perform structural determination of peptide are presented. Special care is finally given to the influence of the kinetic of the interactions for the proton NMR of bound molecules in SUV, which can constitute a good model for the study of dynamical processes at the membrane surface.