Hens can efficiently transfer nutrients from their feed to the eggs. Tocotrienols (T3s) have various health benefits including lowering cholesterol. Annatto is the only known source of T3s without the presence of α-tocopherol; hence it can be used to study T3 transfer without the interference of α-tocopherol. In this study, hens were fed diets for 7 weeks containing annatto at 100, 500, or 2000 ppm (by weight) and also 2000 ppm annatto with 200, 600, or 1000 ppm of added α-tocopherol to study the effect of α-tocopherol on transfer of T3s. No significant differences were found in egg production or properties. Significant differences (p < 0.05) were found in transfer efficiencies of tocopherol and T3s to the yolks. α-Tocopherol was transferred more efficiently (21.19–49.17%) than γ-T3 (0.50–0.96%) or δ-T3 (0.74–0.93%). Addition of 1000 ppm of α-tocopherol decreased the amount of γ-T3 but did not impact the transfer of δ-T3 to the egg. These feeding treatments did not impact the cholesterol content of the eggs.