Spatial proteomics is an interdisciplinary field that investigates the localization and dynamics of proteins, and it has gained extensive attention in recent years, especially the subcellular proteomics. Numerous evidence indicate that the subcellular localization of proteins is associated with various cellular processes and disease progression. Mass spectrometry (MS)-based and imaging-based experimental approaches have been developed to acquire large-scale spatial proteomic data. To allow the reliable analysis of increasingly complex spatial proteomics data, machine learning (ML) methods have been widely used in both MS-based and imaging-based spatial proteomic data analysis pipelines. Here, we comprehensively survey the applications of ML in spatial proteomics from following aspects: (1) data resources for spatial proteome are comprehensively introduced; (2) the roles of different ML algorithms in data analysis pipelines are elaborated; (3) successful applications of spatial proteomics and several analytical tools integrating ML methods are presented; (4) challenges existing in modern ML-based spatial proteomics studies are discussed. This review provides guidelines for researchers seeking to apply ML methods to analyze spatial proteomic data and can facilitate insightful understanding of cell biology as well as the future research in medical and drug discovery communities.