The purpose of this study was to investigate the change in vitamin E level in both serum and red blood cells (RBC) during exercise and to clarify the effect of vitamin E supplementation. Ten young sedentary female subjects received 200 mg D-alpha-tocopherol acetate daily for 1 wk after the initial exercise bout. After 1 wk of vitamin E supplementation, the same subjects repeated the same exercise. Before vitamin E supplementation, the alpha-tocopherol level in the serum (serum-alpha-tocopherol) did not change after exercise, but a significant decrease in the alpha-tocopherol level in RBC (RBC-alpha-tocopherol) was observed after exercise (p < 0.05). On the other hand, after vitamin E supplementation, the serum-alpha-tocopherol level decreased significantly after exercise (p < 0.05), while the RBC-alpha-tocopherol level was maintained after exercise. Furthermore, a negative correlation between the changes in serum- and RBC-alpha-tocopherol levels was observed only after vitamin E supplementation (r = 0.667, p < 0.05). The present results suggest that as RBC suffers oxidative stress, vitamin E in RBC is consumed to protect RBC from oxidative damage during exercise. These results also suggest that when there is a sufficient amount of vitamin E in the serum, vitamin E is shifted from the serum to RBC, resulting in a steady RBC-alpha-tocopherol level and a decrease in the serum-alpha-tocopherol level under oxidative stress such as exercise.