Prediction of protein subcellular localization is an important issue in computational biology because it provides important clues for the characterization of protein functions. Currently, much research has been dedicated to developing automatic prediction tools. Most, however, focus on mono-locational proteins, i.e., they assume that proteins exist in only one location. It should be noted that many proteins bear multi-locational characteristics and carry out crucial functions in biological processes. This work aims to develop a general pattern classifier for predicting multiple subcellular locations of proteins. We use an ensemble classifier, called the min-max modular support vector machine (M(3)-SVM), to solve protein subcellular multi-localization problems; and, propose a module decomposition method based on gene ontology (GO) semantic information for M(3)-SVM. The amino acid composition with secondary structure and solvent accessibility information is adopted to represent features of protein sequences. We apply our method to two multi-locational protein data sets. The M(3)-SVMs show higher accuracy and efficiency than traditional SVMs using the same feature vectors. And the GO decomposition also helps to improve prediction accuracy. Moreover, our method has a much higher rate of accuracy than existing subcellular localization predictors in predicting protein multi-localization.