The use of Gram-positive bacteria for heterologous protein production proves to be a useful choice due to easy protein secretion and purification. The lactic acid bacterium Lactococcus lactis emerges as an attractive alternative to the Gram-positive model Bacillus subtilis. Here, we review recent work on the expression and secretion systems available for heterologous protein secretion in L. lactis, including promoters, signal peptides and mutant host strains known to overcome some bottlenecks of the process. Among the tools developed in our laboratory, inactivation of HtrA, the unique housekeeping protease at the cell surface, or complementation of the Sec machinery with B. subtilis SecDF accessory protein each result in the increase in heterologous protein yield. Furthermore, our lactococcal expression/secretion system, using both P(Zn)zitR, an expression cassette tightly controlled by environmental zinc, and a consensus signal peptide, SP(Exp4), allows efficient production and secretion of the staphylococcal nuclease, as evidenced by protein yields (protein amount/biomass) comparable to those obtained using NICE or P170 expression systems under similar laboratory conditions. Finally, the toolbox we are developing should contribute to enlarge the use of L. lactis as a protein cell factory.