In this paper, a local-global model reduction method is presented to solve stochastic optimal control problems governed by partial differential equations (PDEs). If the optimal control problems involve uncertainty, we need to use a few random variables to parameterize the uncertainty. The stochastic optimal control problems require solving coupled optimality system for a large number of samples in the stochastic space to quantify the statistics of the system response and explore the uncertainty quantification. Thus the computation is prohibitively expensive. To overcome the difficulty, model reduction is necessary to significantly reduce the computation complexity. We exploit the advantages from both reduced basis method and Generalized Multiscale Finite Element Method (GMsFEM) and develop the local-global model reduction method for stochastic optimal control problems with PDE constraints. This local-global model reduction can achieve much more computation efficiency than using only local model reduction approach and only global model reduction approach. We recast the stochastic optimal problems in the framework of saddle-point problems and analyze the existence and uniqueness of the optimal solutions of the reduced model. In the local-global approach, most of computation steps are independent of each other. This is very desirable for scientific computation. Moreover, the online computation for each random sample is very fast via the proposed model reduction method. This allows us to compute the optimality system for a large number of samples. To demonstrate the performance of the local-global model reduction method, a few numerical examples are provided for different stochastic optimal control problems.keywords: stochastic optimal control problem, reduced basis method, generalized multiscale finite element method, local-global model reduction 1 uncertainty, stochastic information needs to be incorporated into the control problems. This leads to stochastic optimal control problems. To characterize the uncertainty, we often use random variables to parameterize the stochastic functions. In practical applications, uncertainties may arise from various sources such as the PDE coefficients, boundary conditions, external loadings and shape of physical domain. The uncertainty may have significant impact on the optimal solution. For deterministic optimal control problems, mathematical theories and computational methods have been developed and investigated for many years (see, e.g. [20,32,40]), while the development of stochastic optimal control problem governed by stochastic PDE have gained substantial attention from the last decades [12,23,24,31,42].In this paper, we consider the stochastic optimal control problems with quadratic cost functional constrained by stochastic PDEs. For PDE-constrained optimization problems, there is a choice of whether to discretize-then-optimize or optimize-then-discretize, and there are different opinions regarding which route to take (see, e.g. [11,37] for more discussion). We choose to op...