In this paper the calorimetric studies on α-tocopherol/AOT/alkane/water systems are presented. Structural representations of surfactant AOT (a) and α-tocopherol (b) are shown below. α-Tocopherol (antioxidant) is a form of vitamin E that is preferentially absorbed and accumulated in humans. AOT is an anionic type of surfactant. Its molecule contains two non-polar hydrocarbon tails connected to the polar head. The paper contains new experimental data of heat of mixing (Q) for heterogeneous system α-tocopherol/AOT/n-alkane with and without water measured at 309.2 K. The heat of mixing for AOT (sodium bis (2-ethylhexyl) sulfosuccinate) and α-tocopherol solutions in n-alkane (heptane, decane, hexadecane) as the function of surfactant concentration and parameter R given as the water to surfactant molar ratio R = [H2O]/[AOT] was measured. It can be seen that the Q values grow significantly with temperature increase which indicates on entropic origin of this process. The significant influence of surfactant concentration on Q values was noticed. Unexpectedly, the water presence in the reverse micelles did not have any noticeable influence on the heat of mixing values measured at 309.2 K. There was not noticed the significant hydrocarbon chain length influence on the thermal effect of mixing α-tocopherol and AOT solutions. The thermodynamic parameters: the binding constant (K) and the molar enthalpy of transition (ΔHtr0) of α-tocopherol between solvent and AOT reverse micelles, were calculated from the heat of mixing data as a function of surfactant concentration using the nonlinear regression method. The new calorimetric data measured at 309.2 K were compared to results obtained earlier at 298.2 K, as well as have been discussed in the context of the hydrocarbon chain length and water presence influence on α-tocopherol solubility in AOT reverse micelles. Generally in all investigated systems have been not found a significant influence of water concentration in AOT reverse micelles on α-tocopherol molecules distribution between organic phase and micellar phases. The exothermic values of α-tocopherol molecules transition from organic to micellar phase indicate on spontaneous motion of α-tocopherol towards AOT aggregates. For the systems with n-heptane and n-decane as a solvent, the (ΔHtr0) values are between −51 and −52 kJ mol−1 whereas for n-hexadecane around −43 kJ mol−1. Such tendency can be explained through hydrocarbon chains orientation effect existing in hexadecane which probably is responsible for a α-tocopherol molecules freedom motion limitation. Moreover, the solubility of the α-tocopherol in AOT reverse micelles measured with calorimetric technique has been compared to the literature data obtained, respectively, with UV spectrophotometer for reverse micelles, and for phospholipids bilayer by other techniques. Finally, transferring of α-tocopherol from solvent to AOT reverse micelles, intermolecular interactions between α-tocopherol and AOT micelles were discussed, and a privileged place of α-tocopherol in the palisade layer of AOT reverse micelle has been deduced.