The content of tocopherols and tocotrienols, collectively known as vitamin E (tocols), was determined in fractions of roller‐milled wheat grains. The results showed that vitamin E components are present in all major flour fractions of wheat, but that the vitamin E content and composition differed significantly between fractions. The total content of vitamin E, calculated as alpha‐tocopherol equivalents, changed from 16.1 mg α‐TE/g in wheat grain to 12.2 mg α‐TE/g in roller‐milled wheat flour. The germ fraction had the highest content of tocopherols, and the content of α‐tocopherol (195.2 μg/g) was 16 times higher (on average) than in any other fraction. The content of tocotrienols was distributed more uniform in the wheat grain with the highest content in the bran fractions, and the content of β‐tocotrienol was higher than the content of α‐tocopherol in all milling fractions except the wheat germ. The content of β‐tocotrienol was 24.1 μg/g in wheat grain, 25.3–31.0 μg/g in the bran fractions, and 14.3–21.9 μg/g in the fractions of endosperm. Overall, germ and fine bran fractions represent good sources of vitamin E and might be used in breadmaking.