Previous multi-view clustering algorithms mostly partition the multi-view data in their original feature space, the efficacy of which heavily and implicitly relies on the quality of the original feature presentation. In light of this, this paper proposes a novel approach termed Multi-view Clustering in Latent Embedding Space (MCLES), which is able to cluster the multi-view data in a learned latent embedding space while simultaneously learning the global structure and the cluster indicator matrix in a unified optimization framework. Specifically, in our framework, a latent embedding representation is firstly discovered which can effectively exploit the complementary information from different views. The global structure learning is then performed based on the learned latent embedding representation. Further, the cluster indicator matrix can be acquired directly with the learned global structure. An alternating optimization scheme is introduced to solve the optimization problem. Extensive experiments conducted on several real-world multi-view datasets have demonstrated the superiority of our approach.