Humans cannot synthesize fat-soluble vitamins such as vitamin E and vitamin K. For this reason, they must be obtained from the diet via intestinal absorption. As the deficiency or excess of these vitamins has been reported to cause several types of diseases and disorders in humans, the intestinal absorption of these nutrients must be properly regulated to ensure good health. However, the mechanism of their intestinal absorption remains poorly understood. Recent studies on cholesterol using genome-edited mice, genome-wide association approaches, gene mutation analyses, and the development of cholesterol absorption inhibitors have revealed that several membrane proteins play crucial roles in the intestinal absorption of cholesterol. Surprisingly, detailed analyses of these cholesterol transporters have revealed that they can also transport vitamin E and vitamin K, providing clues to uncover the molecular mechanisms underlying the intestinal absorption of these fat-soluble vitamins. In this review, we focus on the membrane proteins (Niemann-Pick C1 like 1, scavenger receptor class B type I, cluster of differentiation 36, and ATP-binding cassette transporter A1) that are (potentially) involved in the intestinal absorption of cholesterol, vitamin E, and vitamin K and discuss their physiological and pharmacological importance. We also discuss the related uncertainties that need to be explored in future studies.