While a large number of works concentrated on forecasting trajectories in the outdoor environment, predicting the movement of users in indoor settings has attracted much more attention recently because of the development of smartphones and maturity of Wi-Fi services, e.g., in office buildings. Predicting a user’s movement in indoor spaces can not only help better understand his/her intentions but also improve his/her living experience. While most of the prediction approaches to date tackle the problem by constructing the mathematical models to learn the mobility of objects, they cannot efficiently model the movement of indoor users in the constraint but filled with spatial-temporal-semantic info settings. In order to solve this issue, we propose a frequent subtrajectory-based Markov model that incorporates the spatial location, the temporal aspect, and the shop category context into a unified framework. We first present the frequent subtrajectory algorithm to model and predict adjacent moving points from physical movement perspective, and then, by taking the duration of stay at a specific location into account, we further improve the prediction precision. Finally, by taking location context in the indoor environment (e.g., shop categories) into consideration, we successfully model and predict the user’s future visiting points from the semantic perspective. To validate the effectiveness of our model, we conduct a complete evaluation on a large-scale real-world dataset with more than 261,269 trajectories collected from over 120,000 customers in a shopping mall. The experiment results demonstrate that our method performs significantly superior prediction performance comparing the state-of-the-art models.