Bacillus species are widely recognized as good industrial platform strains, which can produce a variety of valuable products including enzymes and functional proteins. Bacillus expression systems gain various competitive edges over other expression systems, with respect to nontoxicity, convenience for gene modification and high yield of target proteins. Recently, a number of Bacillus expression systems have been developed, and various strategies were conducted to improve the yields of target proteins. In this review, we focused on the strategies of host strain optimization for heterologous protein production, including secretion pathway optimization, RNA and protein stability enhancement, cell growth facilitation, genome streamlining and transcriptional regulator engineering. In addition, Bacillus spore surface display and food-grade expression systems were developed to expand the application of Bacillus expression system in recent years. Finally, the challenges and prospects of Bacillus expression system were discussed regarding the recent progresses, challenges and trends in this field.