Let $S^{\prime }$ be the class of tempered distributions. For $f\in S^{\prime }$ we denote by $J^{-\alpha }f$ the Bessel potential of $f$ of order $\alpha $. We prove that if $J^{-\alpha }f\in \mathop {\mathrm BMO}$, then for any $\lambda \in (0,1)$, $J^{-\alpha }(f)_\lambda \in \mathop {\mathrm BMO}$, where $(f)_\lambda =\lambda ^{-n}f(\phi (\lambda ^{-1}\cdot ))$, $\phi \in S$. Also, we give necessary and sufficient conditions in order that the Bessel potential of a tempered distribution of order $\alpha >0$ belongs to the $\mathop {\mathrm VMO}$ space.