Vpu is an 81-amino-acid auxiliary membrane protein encoded by human immunodeficiency virus type 1 (HIV-1). One of its roles is to amplify viral release by self-assembling in homo-oligomers to form functional water-filled pores enabling the flux of ions across the membrane. Various NMR and CD studies have shown that the transmembrane domain of Vpu has a helical conformation. With a recently developed implicit membrane model and an efficient Monte Carlo (MC) algorithm using concerted backbone rotations, we simulate the folding of the transmembrane domain of Vpu at atomic resolution. The implicit membrane environment is based on the generalized Born theory and enables very long time scale events, such as folding to be observed using detailed all-atom representation of the protein. Such studies are currently computationally unfeasible with fully explicit lipid bilayer molecular dynamics simulations. The correct helical transmembrane structure of Vpu is predicted from extended conformations and remains stably inserted. Tilt and kink angles agree well with experimental estimates from NMR measurements. The experimentally observed change in tilt angle in membranes of varying hydrophobic width is accurately reproduced. The extensive simulation of a pentamer of the Vpu transmembrane domain in the implicit membrane gives results similar to the ones reported previously for fully explicit bilayer simulations.