Protein subcellular localization is one of the key characteristic to understand its biological function. Proteins are transported to specific organelles and suborganelles after they are synthesized. They take part in cell activity and function efficiently when correctly localized. Inaccurate subcellular localization will have great impact on cellular function. Prediction of protein subcellular localization is one of the important areas in protein function research. Now it becomes the hot issue in bioinformatics. In this review paper, the recent progress on bioinformatics research of protein subcellular localization and its prospect are discussed.