Vitamin E (α-tocopherol) is an essential micronutrient that protects membrane lipids from oxidative damage. Whether this lipid-soluble vitamin preferentially locates in the vicinity of polyunsaturated phospholipids that are most vulnerable to oxidation continues to be debated. We apply MD simulations to address this issue. A key role for cholesterol, ubiquitous in mammalian membranes, is revealed. Binding energies measured for vitamin E in all-atom (AA) umbrella sampling simulations are lower for polyunsaturated phospholipids than less unsaturated phospholipids - they do not indicate preferential interaction with polyunsaturated phospholipids. There is a reduction in the binding energy following the introduction of cholesterol, which we suggest drives vitamin E and polyunsaturated phospholipids together. Support is provided by largescale simulations performed over an extended timescale on vitamin E in mixtures of PDPC (1-palmitoyl-2-docosahexaenoylphosphatidylcholine) with SM (sphingomyelin) and cholesterol that separate into a (raft-like) domain enriched in SM and cholesterol (raft-like) and a (non-raft ) region composed primarily of PDPC (non-raft) but depleted in cholesterol. In coarse-grained (CG) and AA simulations vitamin E is excluded from the raft-like domain and thereby placed in closer proximity to polyunsaturated phospholipids. We surmise that the much greater abundance of cholesterol, which has high affinity for saturated SM, relative to vitamin E is responsible.