Integrating text and knowledge into a unified semantic space has attracted significant research interests recently. However, the ambiguity in the common space remains a challenge, namely that the same mention phrase usually refers to various entities. In this paper, to deal with the ambiguity of entity mentions, we propose a novel Multi-Prototype Mention Embedding model, which learns multiple sense embeddings for each mention by jointly modeling words from textual contexts and entities derived from a knowledge base. In addition, we further design an efficient language model based approach to disambiguate each mention to a specific sense. In experiments, both qualitative and quantitative analysis demonstrate the high quality of the word, entity and multi-prototype mention embeddings. Using entity linking as a study case, we apply our disambiguation method as well as the multi-prototype mention embeddings on the benchmark dataset, and achieve state-of-the-art performance.