We discuss thermal and active fluctuations of a compressible bilayer vesicle by using the results of hydrodynamic theory for vesicles. Coupled Langevin equations for the membrane deformation and the density fields are employed to calculate the power spectral density matrix of membrane fluctuations. Thermal contribution is obtained by means of the fluctuation dissipation theorem, whereas active contribution is calculated from exponentially decaying time correlation functions of active random forces. We obtain the total power spectral density as a sum of thermal and active contributions. An apparent response function is further calculated in order to compare with the recent microrheology experiment on red blood cells. An enhanced response is predicted in the low-frequency regime for non-thermal active fluctuations.