Automatic classification of proteins using machine learning is an important problem that has received significant attention in the literature. One feature of this problem is that expert-defined hierarchies of protein classes exist and can potentially be exploited to improve classification performance. In this article we investigate empirically whether this is the case for two such hierarchies. We compare multi-class classification techniques that exploit the information in those class hierarchies and those that do not, using logistic regression, decision trees, bagged decision trees, and support vector machines as the underlying base learners. In particular, we compare hierarchical and flat variants of ensembles of nested dichotomies. The latter have been shown to deliver strong classification performance in multi-class settings. We present experimental results for synthetic, fold recognition, enzyme classification, and remote homology detection data. Our results show that exploiting t...