Embryonic stem cells (ESCs) are undifferentiated cells with two common remarkable features known as self-renewal and differentiation. Proteomics plays an increasingly important role in understanding molecular mechanisms underlying self-renewal and pluripotency of ESCs and their applications in cell therapy and developmental biology studies. As the function of a protein is strongly associated with its localization in cell, a complete and accurate picture of the proteome of ESCs cannot be achieved without knowing the subcellular locations of proteins. Subcellular fractionation allows enrichment of low abundant proteins and signaling complexes and reduces the complexity of the sample. It also provided insight into tracking proteins that shuttle between different compartments. Despite the substantial interest and efforts in ESC subcellular proteomics area, progress has been relatively limited. In this review, we present an overview on current status of ESCs organelle proteomics research and discuss challenges in subcellular proteomics.