Understanding the physical properties of the cholesterol‐ phospholipid systems is essential to get a better knowledge on the function of each membrane constituent. We present a novel, simple and user‐friendly setup that allows for straightforward grazing incidence X‐rays diffraction characterization of hydrated individual supported lipid bilayers. This configuration minimizes the scattering from the liquid and allows the detection of the extremely weak diffracted signal of the membrane, enabling the differentiation of coexisting domains in DPPC:cholesterol single bilayers. Cell membranes are composed mainly of a mixture of lipids and proteins. Laterally segregation of membrane components into domains of lipids enriched in cholesterol (chol) and sphingolipids are involved in many membrane functions, for instance signaling, remodeling and trafficking. 1, 2 Chol is responsible for controlling the phase behavior as well as the lipid organization, regulating the fluidity and permeability of the membrane while increasing its mechanical resistance. 3‐8 In this context, it is of high interest to understand the physical properties of the chol‐phospholipid systems to get a better knowledge on the role of chol in the membrane. Membranes comprising phospholipids and chol have been extensively studied, including simplified models based on two components. In particular, temperature‐composition phase diagrams of DPPC (1,2‐dipalmitoyl‐sn‐glycero‐3‐ phosphocholine):chol have been defined using different techniques such as nuclear magnetic resonance (NMR), differential scanning calorimetry (DSC), neutron and X‐rays (XR) scattering. 9‐14 Yet, discrepancies on the determination of a complete phase diagram able to cover all compositional space and temperature range still remain. Atomic force microscopy (AFM) and force spectroscopy (AFM‐FS) have provided insights into the thermal transition of DPPC:chol supported lipid bilayers (SLBs) at the nanometric scale. AFM has the capability to operate under environmentally controlled conditions, 3, 4 to characterize the topology and nanomechanics, as well as to define the coexistence of different domains, facilitating the linking between the chol content and the lateral organization of the membrane. 3, 4, 15, 16 Similar information about phase segregation in lipid bilayers can be in principle also gathered by XR scattering techniques. XR are very powerful, noninvasive techniques that have been extensively used in lipid bilayer studies to probe length scales ranging from angstroms to microns. A large part of the XR based experiments have been focused so far on determining the electronic vertical structure of lipid monolayers, bilayers and stacks of bilayers (or multi‐bilayers), at the liquid‐air and solid‐ liquid interfaces, respectively, by means of XR reflectivity (XRR), which is a well‐established technique in the field. 17‐21 Information about the lateral in‐plane structure of such systems can be instead obtained by grazing incidence XR diffraction (GIXD). Nevertheless, the requirement of the wetting preservation to guarantee the stability of biological membranes at the solid‐liquid interface makes the in‐plane structural characterization of a single lipid bilayer extremely challenging. The presence of a wetting layer makes necessary the use of high energy XR to increase the transmission through the liquid, resulting into a weaker signal from the organic molecules. 19 Additionally, the scattering generated by the liquid environment, increases the background level complicating the detection of the signal scattered by the bilayer structure. For this reason, most of the reported structural information relative to lipid membranes has been extrapolated from experiments