The importance of peroxisomes is highlighted by severe inherited human disorders linked to impaired peroxisomal biogenesis. Besides the simple architecture of these ubiquitous and dynamic organelles, their biogenesis is surprisingly complex and involves specialized proteins, termed peroxins, which mediate targeting and insertion of peroxisomal membrane proteins (PMPs) into the peroxisomal bilayer, and the import of soluble proteins into the protein-dense matrix of the organelle. The long-standing paradigm that all peroxisomal proteins are imported directly into preexisting peroxisomes has been challenged by the detection of PMPs inside the endoplasmic reticulum (ER). New models propose that the ER originates peroxisomal biogenesis by mediating PMP trafficking to the peroxisomes via budding vesicles. However, the relative contribution of this ER-derived pathway to the total peroxisome population in vivo, and the detailed mechanisms of ER entry and exit of PMPs are controversially discussed. This review aims to summarize present knowledge about how PMPs are targeted to the ER, instead of being inserted directly into preexisting peroxisomes. Moreover, molecular mechanisms that facilitate bilayer insertion of PMPs among different species are discussed.