Cells maintain a cholesterol gradient across the secretory system, with the lowest concentrations in the endoplasmic reticulum (ER) and the highest in the plasma membrane (PM). Cholesterol is also heterogeneously distributed in the endocytic pathway. Little is known about how this heterogeneous distribution of cholesterol is maintained despite continuous vesicular traffic between organelles. Both the modulation of the cholesterol content of transport vesicles and the non-vesicular transport of cholesterol between organelles are likely to contribute. This review summarizes what is known about the pathways and mechanisms of intracellular sterol trafficking.