Many proteins exert their functions through a protein complex and protein-protein interactions. However, the study of these types of interactions is complicated when dealing with toxic or hydrophobic proteins. It is difficult to use the popular Escherichia coli host for their expression, as these proteins in all likelihood require a critical partner protein to ensure their proper folding and stability. In the present study, we have developed a novel co-expression vector, pHEX, which is compatible with, and thus can be partnered with, many commercially available E. coli vectors, such as pET, pGEX and pMAL. The pHEX contains the p15A origin of replication and a T7 promoter, which can over-produce a His-tagged recombinant protein. The new co-expression system was demonstrated to efficiently co-produce and co-purify heterodimeric protein complexes, for example PE25/PPE41 (Rv2430c/Rv2431c) and ESAT6/CFP10 (Rv3874/Rv3875), from the human pathogen Mycobacterium tuberculosis H37Rv. Furthermore, the system was also effectively used to characterize protein-protein interactions through convenient affinity tags. Using an in vivo pull-down assay, for the first time we have confirmed the presence of three pairs of PE/PPE-related novel protein interactions in this pathogen. In summary, a convenient and efficient co-expression vector system has been successfully developed. The new system should be applicable to any protein complex or any protein-protein interaction of interest in a wide range of biological organisms.