It is now well established that vitamins D, E, and K and carotenoids are not absorbed solely through passive diffusion. Broad-specificity membrane transporters such as SR-BI (scavenger receptor class B type I), CD36 (CD36 molecule), NPC1L1 (Niemann Pick C1-like 1) or ABCA1 (ATP-binding cassette A1) are involved in the uptake of these micronutrients from the lumen to the enterocyte cytosol and in their secretion into the bloodstream. Recently, the existence of efflux pathways from the enterocyte back to the lumen or from the bloodstream to the lumen, involving ABCB1 (P-glycoprotein/MDR1) or the ABCG5/ABCG8 complex, has also been evidenced for vitamins D and K. Surprisingly, no membrane proteins have been involved in dietary vitamin A uptake so far. After an overview of the metabolism of fat-soluble vitamins and carotenoids along the gastrointestinal tract (from the mouth to the colon where interactions with microbiota may occur), a focus is placed on the identified and candidate proteins participating in the apical uptake, intracellular transport, basolateral secretion and efflux back to the lumen of fat-soluble vitamins and carotenoids in enterocytes. This review also highlights the mechanisms that remain to be identified to fully unravel the pathways involved in fat-soluble vitamin and carotenoid intestinal absorption.