Many proteins bear multi-locational characteristics, and this phenomenon is closely related to biological function. However, most of the existing methods can only deal with single-location proteins. Therefore, an automatic and reliable ensemble classifier for protein subcellular multi-localization is needed. We propose a new ensemble classifier combining the KNN (K-nearest neighbour) and SVM (support vector machine) algorithms to predict the subcellular localization of eukaryotic, Gram-negative bacterial and viral proteins based on the general form of Chou’s pseudo amino acid composition, i.e., GO (gene ontology) annotations, dipeptide composition and AmPseAAC (Amphiphilic pseudo amino acid composition). This ensemble classifier was developed by fusing many basic individual classifiers through a voting system. The overall prediction accuracies obtained by the KNN-SVM ensemble classifier are 95.22, 93.47 and 80.72% for the eukaryotic, Gram-negative bacterial and viral proteins, respectively. Our prediction accuracies are significantly higher than those by previous methods and reveal that our strategy better predicts subcellular locations of multi-location proteins.