Hydrogen peroxide (H2O2), as a key member of the reactive oxygen species (ROS), has a certain regulatory effect on many physiological processes, such as cell proliferation, differentiation and migration. However, abnormal production of H2O2 can cause diseases including cancer, Alzheimer's disease, cardiovascular disease, and so on. Therefore, it is important to detect changes in H2O2 at the subcellular level. In recent years, many fluorescent probes for H2O2 have been developed and used in living cells. In this review, we introduce some typical fluorescent probes for H2O2 with mitochondrial and lysosomal targeting. This review contains targeting strategies, detection mechanisms, optical characteristics and cell imaging of these probes.