Membrane proteins were found to be involved in various cellular processes performing various important functions, which are mainly associated to their type. Given a membrane protein sequence, how can we identify its type(s)? Particularly, how can we deal with the multi-type problem since one membrane protein may simultaneously belong to two or more different types? To address these problems, which are obviously very important to both basic research and drug development, a new multi-label classifier was developed based on pseudo amino acid composition with multi-label k-nearest neighbor algorithm. The success rate achieved by the new predictor on the benchmark dataset by jackknife test is 73.94 %, indicating that the method is promising and the predictor may become a very useful high-throughput tool, or at least play a complementary role to the existing predictors in identifying functional types of membrane proteins.