GPCRs form a very large family of transmembrane proteins involved in a wide range of physiological functions. Some GPCRs have their activity affected by the presence of cholesterol either indirectly through changes in the physical properties of the membrane or directly by binding to the receptor. Thanks to recent advances in structural biology, many structures of GPCRs have been solved, 240 of which contain at least one cholesterol molecule or surrogate. This review lists the position of these molecules and provides a comparative analysis of the changes observed in the structures depending on the state of the receptor