The easiest and fastest way is to mix the protein and the ligand under the right conditions (e.g., pH, etc.). and concentrations for binding, then perform a native (nondenaturing) gel electrophoresis,   Run the protein alone and the protein + ligand side by side and see if there is a slowing down in the protein+ligand lane.  If the band travels slower, then the ligand does bind,  If there is no slowing down, ligand probably does not bind protein.

There are many methods. Here are some suggestions:

• Measuring the rate of the enzyme reaction
• Equilibrium dialysis or equilibrium ultrafiltration
• Surface plasmon resonance
• 1-D ligand-observe NMR (several techniques)
• 2-D protein-observe NMR (for small proteins)
• the Hummel and Dreyer vacancy peak method
• fluorescence techniques (depends strongly on the nature of the substrate and protein)
• isothermal titration calorimetry
• non-denaturing mass spectrometry
• differential scanning fluorescence
• differential scanning calorimetry

Some more details about your experiment would help to narrow things down.

If protein and your ligand are soluble then you can do ITC.

Isothermal titration calorimeter could be one of a choice if the protein doesn't have any problem with precipitation/aggrigation at high concentration, however, it takes times to trial the right condition for titration, could be a pain to do if you only want a simple answer like yes or no.

 Thank you all!

The technique you are describing is affinity chromatography. In addition to Adam Shapiro's list, I would suggest Saturation Transfer Difference (STD) NMR, an indirect detection method which works even if the protein the vitamin binds to is too large to be detected by NMR.

http://pubs.acs.org/doi/abs/10.1021/ed101169t