A major challenge in mass spectrometry-based phosphoproteomics lies in identifying the substrates of kinases, as currently only a small fraction of substrates identified can be confidently linked with a known kinase. Machine learning techniques are promising approaches for leveraging large-scale phosphoproteomics data to computationally predict substrates of kinases. However, the small number of experimentally validated kinase substrates (true positive) and the high data noise in many phosphoproteomics datasets together limit their applicability and utility. Here, we aim to develop advanced kinase-substrate prediction methods to address these challenges. Using a collection of seven large phosphoproteomics datasets, and both traditional and deep learning models, we first demonstrate that a pseudo-positive learning strategy for alleviating small sample size is effective at improving model predictive performance. We next show that a data resampling-based ensemble learning strategy is useful for improving model stability while further enhancing prediction. Lastly, we introduce an ensemble deep learning model (SnapKin) by incorporating the above two learning strategies into a snapshot ensemble learning algorithm. We propose SnapKin, an ensemble deep learning method, for predicting substrates of kinases from large-scale phosphoproteomics data. We demonstrate that SnapKin consistently outperforms existing methods in kinase-substrate prediction. SnapKin is freely available at https://github.com/PYangLab/SnapKin.