SR-BI is the main receptor for high density lipoproteins (HDL) and mediates the bidirectional transport of lipids, such as cholesterol and Vitamin E, between these particles and cells. During early development, SR-BI is expressed in extraembryonic tissue, specifically in trophoblast giant cells in the parietal yolk sac. We previously showed that approximately 50% of SR-BI-/- embryos fail to close the anterior neural tube and develop exencephaly, a perinatal lethal condition. Here, we evaluated the role of SR-BI in embryonic Vitamin E uptake during murine neural tube closure. Our results showed that SR-BI-/- embryos had a very low Vitamin E content in comparison to SR-BI+/+ embryos. Whereas SR-BI-/- embryos with closed neural tubes (nSR-BI-/-) had high levels of reactive oxygen species (ROS), intermediate ROS levels between SR-BI+/+ and nSR-BI-/- embryos were detected in SR-BI-/- with NTD (NTD SR-BI-/-). Reduced expression of Pax3, Alx1 and Alx3 genes was found in NTD SR-BI-/- embryos. Maternal α-tocopherol dietary supplementation prevented NTD almost completely (from 54% to 2%, p < 0.001) in SR-BI-/- embryos and normalized ROS and gene expression levels. In sum, our results suggest the involvement of SR-BI in the maternal provision of embryonic Vitamin E to the mouse embryo during neural tube closure.