Spatial proteomics is the systematic study of protein sub-cellular localisation. In this workflow, we describe the analysis of a typical quantitative mass spectrometry-based spatial proteomics experiment using the MSnbase and pRoloc Bioconductor package suite. To walk the user through the computational pipeline, we use a recently published experiment predicting protein sub-cellular localisation in pluripotent embryonic mouse stem cells. We describe the software infrastructure at hand, importing and processing data, quality control, sub-cellular marker definition, visualisation and interactive exploration. We then demonstrate the application and interpretation of statistical learning methods, including novelty detection using semi-supervised learning, classification, clustering and transfer learning and conclude the pipeline with data export. The workflow is aimed at beginners who are familiar with proteomics in general and spatial proteomics in particular.