Measuring the high-affinity binding of proteins to liposome membranes remains a challenge. Here, we show an ultrasensitive and direct detection of protein binding to liposome membranes using high throughput second harmonic scattering (SHS). Perfringolysin O (PFO), a pore-forming toxin, with a highly membrane selective insertion into cholesterol-rich membranes is used. PFO inserts only into liposomes with a cholesterol concentration >30%. Twenty mole-percent cholesterol results in neither SHS-signal deviation nor pore formation as seen by cryo-electron microscopy of PFO and liposomes. PFO inserts into cholesterol-rich membranes of large unilamellar vesicles in an aqueous solution with Kd = (1.5 ± 0.2) × 10–12 M. Our results demonstrate a promising approach to probe protein–membrane interactions below sub-picomolar concentrations in a label-free and noninvasive manner on 3D systems. More importantly, the volume of protein sample is ultrasmall (<10 μL). These findings enable the detection of low-abundance proteins and their interaction with membranes.