Few prospective studies have evaluated the relation between fat-soluble vitamins and glioma risk. Using three cohorts-UK Biobank (UKB), Nurses' Health Study (NHS), and Health Professionals Follow-Up Study (HPFS), we investigated associations of pre-diagnostic concentrations of fat-soluble vitamins D, A, and E with incident glioma. In 346,785 participants (444 cases) in UKB, associations with vitamin D (25-hydroxyvitamin D [25(OH)D]) were evaluated by Cox proportional hazards regression. In NHS (52 cases, 104 controls) and HPFS (32 cases, 64 controls), associations with 25(OH)D, vitamin A (retinol), and vitamin E (α- and γ-tocopherol) were assessed using conditional logistic regression. Our results suggested plasma concentrations of 25(OH)D and retinol were not associated with glioma risk. Comparing the highest to lowest tertile, the multivariable hazard ratio (MVHR) for 25(OH)D was 0.87 (95% confidence interval [CI] 0.68-1.11) in UKB and the multivariable risk ratio (MVRR) was 0.97 (95% CI 0.51-1.85) in NHS and HPFS. In NHS and HPFS, the MVRR for the same comparison for retinol was 1.16 (95% CI 0.56-2.38). Nonsignificant associations were observed for α-tocopherol (MVRRtertile3vs1 = 0.61, 95% CI 0.29-1.32) and γ-tocopherol (MVRR tertile3vs1 = 1.30, 95% CI 0.63-2.69) that became stronger in 4-year lagged analyses. Further investigation is warranted on a potential association between α- and γ-tocopherol and glioma risk.