Pork tenderloin cooks quickly on a grill set between medium and medium-high heat (375 - 400 degrees F).  You can cook it over direct heat or indirect heat and get good results with both methods.  The key is to cook it to the right temperature regardless of how you cook it.  If you want to cook it over direct heat, place the pork on the grill and turn it every 5-7 minutes until it has reached your desired temperature. If you want to cook it over indirect heat, the first thing you will need to do is, set the grill up for this cooking method.  Heat the whole grill to medium-high heat. Then if you are using a charcoal grill, move the coals to one side.  On a gas grill, turn off the gas to one side of the grill.  Start by placing the tenderloin on the grill over direct heat and cook it for 2-3 minutes per side to create some grill marks, then move it to the indirect heat side of the grill and finish cooking it over the lower temperature until it has reached your desired doneness.