The trans-Golgi network (TGN) is the major sorting station in the secretory pathway of all eukaryotic cells. How the TGN sorts proteins and lipids to generate the enrichment of sphingolipids and sterols at the plasma membrane is poorly understood. To address this fundamental question in membrane trafficking, we devised an immunoisolation procedure for specific recovery of post-Golgi secretory vesicles transporting a transmembrane raft protein from the TGN to the cell surface in the yeast Saccharomyces cerevisiae. Using a novel quantitative shotgun lipidomics approach, we could demonstrate that TGN sorting selectively enriched ergosterol and sphingolipid species in the immunoisolated secretory vesicles. This finding, for the first time, indicates that the TGN exhibits the capacity to sort membrane lipids. Furthermore, the observation that the immunoisolated vesicles exhibited a higher membrane order than the late Golgi membrane, as measured by C-Laurdan spectrophotometry, strongly suggests that lipid rafts play a role in the TGN-sorting machinery.