In plasma membranes, most glycosylphosphatidylinositol-anchored proteins (GPI proteins) would be associated with ordered microdomains enriched in sphingolipids and cholesterol. Debates on the composition and the nano- or mesoscales organization of these membrane domains are still opened. This complexity of biomembranes explains the use, in the recent years, of both model systems and atomic force microscopy (AFM) approaches to better characterize GPI proteins/membranes interactions. So far, the studies have mainly been focused on alkaline phosphatases of intestinal (BIAP) or placental (PLAP) origins reconstituted in model systems. The data show that GPI-anchored alkaline phosphatases (AP-GPI) molecules inserted in supported membranes can be easily imaged by AFM, in physiological buffer. They are generally observed in the most ordered domains of model membranes under phase separation, i.e. presenting both fluid and ordered domains. This direct access to the membrane structure at a mesoscopic scale allows establishing the GPI protein induced changes in microdomains size. It provides direct evidence for the temperature-dependent distribution of a GPI protein between fluid and ordered membrane domains. Origins of reported differences in the behavior of BIAP and PLAP are discussed. Finally, advantages and limits of AFM in the study of GPI proteins/membrane domains interactions are presented in this review.