Lipoprotein lipase (LPL) is secreted into the interstitial spaces by adipocytes and myocytes but then must be transported to the capillary lumen by GPIHBP1, a glycosylphosphatidylinositol-anchored protein of capillary endothelial cells. The mechanism by which GPIHBP1 and LPL move across endothelial cells remains unclear. We asked whether the transport of GPIHBP1 and LPL across endothelial cells was uni- or bidirectional. We also asked whether GPIHBP1 and LPL are transported across cells in vesicles and whether this transport process requires caveolin-1. The movement of GPIHBP1 and LPL across cultured endothelial cells was bidirectional. Also, GPIHBP1 moved bidirectionally across capillary endothelial cells in live mice. The transport of LPL across endothelial cells was inhibited by dynasore and genistein, consistent with a vesicular transport process. Also, transmission electron microscopy (EM) and dual-axis EM tomography revealed GPIHBP1 and LPL in invaginations of the plasma membrane and in vesicles. The movement of GPIHBP1 across capillary endothelial cells was efficient in the absence of caveolin-1, and there was no defect in the internalization of LPL by caveolin-1-deficient endothelial cells in culture. Our studies show that GPIHBP1 and LPL move bidirectionally across endothelial cells in vesicles and that transport is efficient even when caveolin-1 is absent.