MOTIVATION: Designing mathematical tools that can formally describe the dynamics of complex intracellular processes remains a challenge. Live cell imaging reveals changes in the cellular states, but current simple approaches extract only minimal information of a static snapshot. RESULTS: We implemented a novel approach for analyzing organelle behavior in live cell imaging data based on hidden Markov models (HMMs) and showed that it can determine the number and evolution of distinct cellular states involved in a biological process. We analyzed insulin-mediated exocytosis of single Glut4-vesicles, a process critical for blood glucose homeostasis and impaired in type II diabetes, by using total internal reflection fluorescence microscopy (TIRFM). HMM analyses of movie sequences of living cells reveal that insulin controls spatial and temporal dynamics of exocytosis via the exocyst, a putative tethering protein complex. Our studies have validated the proof-of-principle of HMM for cellular imaging and provided direct evidence for the existence of complex spatial-temporal regulation of exocytosis in non-polarized cells. We independently confirmed insulin-dependent spatial regulation by using static spatial statistics methods. CONCLUSION: We propose that HMM-based approach can be exploited in a wide avenue of cellular processes, especially those where the changes of cellular states in space and time may be highly complex and non-obvious, such as in cell polarization, signaling and developmental processes.