A protein complex is a group of associated polypeptide chains which plays essential roles in the biological process. Given a graph representing protein-protein interactions (PPI) network, it is critical but non-trivial to detect protein complexes, the subsets of proteins that are tightly coupled, from it. Network embedding is a technique to learn low-dimensional representations of vertices in networks. It has been proved quite useful for community detection in social networks in recent years. However, unlike social networks, PPI network does not contain rich metadata, so that existing network embedding methods cannot fully capture the network structure of PPI to improve the effect of protein complexes detection significantly. We propose a semi-supervised network embedding model by adopting graph convolutional networks to detect densely connected subgraphs effectively. We compare the performance of our model with state-of-the-art approaches on three popular PPI networks with various data sizes and densities. The experimental results show that our approach significantly outperforms other approaches on all three PPI networks.