Vaults consist of multiple copies of three proteins (MVP, VPARP, and TEP1) and several untranslated RNAs. The function of vaults is unknown but the typical and evolutionary conserved structure indicates a role in intracellular transport. Although all vault components have been identified and characterized, not much is known about vault protein assembly. In this study we identified and analyzed structural domains involved in vault assembly with emphasis on protein–protein interactions. Using a yeast two-hybrid system, we demonstrate within MVP an intramolecular binding site and show that MVP molecules interact with each other via their coiled coil domain. We show that purified MVP is able to bind calcium, most likely at calcium-binding EF-hands. No interactions could be detected between TEP1 and other vault proteins. However, the N-terminal half of MVP binds to a specific domain in the C-terminus of VPARP. Furthermore, VPARP contains amino acid stretches mediating intramolecular binding.