The magnetic proximity effect has pronounced influence on the transport properties of bilayer system with a heavy metal and a magnetic insulator. Here we first review the magneto-transport properties of non-magnetic heavy metal/magnetic insulator bilayer structure and emphasize the role played by magnetic proximity effect. Since there are no current shunting and Joule heating effects within the insulating layer, it is relatively easier to understand the physical origin and impact of the magnetic proximity response for these bilayers. In the second part of this article, we study magneto-transport properties of YIG/PtSe2. YIG is known to have large band gap and low magnetization damping coefficient and is a frequently used magnetic insulator, while PtSe2 belongs to the family of two dimensional (2D) transition metal dichalcogenides in which spin–orbit coupling is strong. We found that the spontaneous magnetization in PtSe2 has been induced by the proximity of YIG, which results in a negative MR. Moreover, the AMR and spin Hall MR are both existed in YIG/PtSe2 system. The value of Anomalous Hall resistance can reach 1 Ω, which is much greater than that of the planar Hall effect due to the spontaneous magnetization in PtSe2.