The PE family of Mycobacterium tuberculosis includes 98 proteins which share a highly homologous N-terminus sequence of about 110 amino acids (PE domain). Depending on the C-terminal domain, the PE family can be divided in three subfamilies, the largest of which is the PE_PGRS with 61 members. In this study, we determined the cellular localization of three PE proteins by cell fractionation and immunoelectron microscopy by expressing chimeric epitope-tagged recombinant proteins in Mycobacterium smegmatis. We demonstrate that the PE domain of PE_PGRS33 and PE11 (a protein constituted by the only PE domain) contains the information necessary for cell wall localization, and that they can be used as N-terminal fusion partners to deliver a sufficiently long C-terminus-linked protein domain on the mycobacterial cell surface. Indeed, we demonstrate that PE_PGRS33 and Rv3097c (a lipase belonging to the PE family) are surface exposed and localize in the mycobacterial cell wall. Moreover, we found that PE_PGRS33 is easily extractable by detergents suggesting its localization in the mycobacterial outer membrane. Beyond defining the cellular localization of these proteins, and a function for their PE domains, these data open the interesting possibility to construct recombinant mycobacteria expressing heterologous antigens on their surface for vaccine purposes.