Cellular membranes are maintained as closed compartments, broken up only transiently during membrane reorganization or lipid transportation. However, open-ended membranes, likely derived from scissions of the endoplasmic reticulum, persist in vaccinia virus-infected cells during the assembly of the viral envelope. A group of viral membrane assembly proteins (VMAPs) were identified as essential for this process. To understand the mechanism of VMAPs, we determined the 2.2-Å crystal structure of the largest member, named A6, which is a soluble protein with two distinct domains. The structure of A6 displays a novel protein fold composed mainly of alpha helices. The larger C-terminal domain forms a unique cage that encloses multiple glycerophospholipids with a lipid bilayer-like configuration. The smaller N-terminal domain does not bind lipid but negatively affects lipid binding by A6. Mutations of key hydrophobic residues lining the lipid-binding cage disrupt lipid binding and abolish viral replication. Our results reveal a protein modality for enclosing the lipid bilayer and provide molecular insight into a viral machinery involved in generating and/or stabilizing open-ended membranes.