The study objective was to evaluate the effect of two fat sources and graded levels of vitamin E (VE) supplementation on tissue fatty acid profile, VE concentrations, immune capacity, and antioxidant capacity of plasma and tissues of pigs at heavy slaughter weight (150 kg). A total of 48 individually-fed pigs (24 barrows, 24 gilts; 28.44 ± 2.69 kg) were randomly assigned to eight dietary treatments in a 2 × 4 factorial arrangement. The two fat treatments were either 5% tallow (TW) or 5% distiller's corn-oil (DCO). The VE treatments included four levels of α-tocopheryl-acetate (11, 40, 100, and 200 ppm). Compared to pigs fed the DCO diet, pigs fed the TW diet had greater SFA (C14, C16, and C18; P < 0.05) and MUFAs (C14:1, C16:1, C18:1, and C20:1; P < 0.05), lower PUFA (C18:2n-6, C18:3n-3, C20:2, C20:3, and C20:4; P < 0.05) and iodine value in the backfat and belly fat. Increasing dietary VE supplementation level increased α- and total tocopherol concentrations in plasma (linear and quadratic, P < 0.05), liver, and loin muscle (linear, P < 0.06), superoxide dismutase activity (quadratic, P < 0.05), but decreased γ-tocopherol concentrations in liver (linear, P = 0.06), plasma, and loin muscle (quadratic, P < 0.07), and decreased liver glutathione disulfide (GSSG; linear, P = 0.07) and malondialdehyde (MDA) content (quadratic, P < 0.05). There was an interaction between fat sources and dietary VE supplementation level on the concentration of α-tocopherol in the loin muscle (P < 0.05) wherein a greater increase was observed in the TW treatment than the DCO treatment with the increasing dietary VE supplementation level. In conclusion, dietary FA composition in TW and DCO affected the composition of most FA in backfat, belly fat, and liver while increasing VE supplementation level did not significantly alter the FA profile in these tissues. Increasing dietary VE supplementation level increased tocopherol concentrations in plasma, liver and loin muscle, and improved antioxidant capacity while tocopherol concentrations in plasma, liver and loin muscle in the TW treatment increased more than they did in the DCO treatment.