Functional characterization of every single protein is a major challenge of the post-genomic era. The large-scale analysis of a cell's proteins, proteomics, seeks to provide these proteins with reliable annotations regarding their interaction partners and functions in the cellular machinery. An important step on this way is to determine the subcellular localization of each protein. Eukaryotic cells are divided into subcellular compartments, or organelles. Transport across the membrane into the organelles is a highly regulated and complex cellular process. Predicting the subcellular localization by computational means has been an area of vivid activity during recent years. The publicly available prediction methods differ mainly in four aspects: the underlying biological motivation, the computational method used, localization coverage, and reliability, which are of importance to the user. This review provides a short description of the main events in the protein sorting process and an overview of the most commonly used methods in this field.