The heme peroxidase enzymes catalyze the HO2-dependent oxidation of a wide variety of substrates. In most cases the substrate is a small organic molecule, but there are famous exceptions, most notably in cytochrome c peroxidase and manganese peroxidase. For many years the location of the substrate binding interactions were not known, but more recent structural information for a number of peroxidases with a wide range of different substrates has meant that a more detailed picture of substrate binding to peroxidases is now available. This chapter examines the nature of these substrate binding interactions across the family of peroxidases, gathering evidence from published structures of peroxidase-substrate complexes. Most substrates are found to bind close to the heme, at a single location either at the δ- or the γ-heme edge. But binding of substrate at multiple locations is also possible, and often at long distances from the heme; it has not yet been fully clarified which of these multiple binding sites are physiogically relevant.