We show that the combination of X-ray reflectivity, tryptophan fluorescence spectrum, and fluorescence quenching by bromine provides a useful tool to probe the location of lysozyme in lipid bilayers. To this end, we prepare lamellar complexes composed of phospholipids and lysozyme on solid surfaces using a solution-casting method. The proteins lie spontaneously between adjacent bilayers in the complexes. The results indicate that lysozyme may penetrate into the lipid bilayers. But the penetration depth is very shallow, and the tryptophan residues do not penetrate beyond the interface between the hydrocardon core and the headgroup region of the lipid bilayer. The penetration becomes saturated when more proteins are incorporated into the lamellar complex. The excess proteins stay in the interlamellar aqueous layers.