We study supersymmetric Wilson loop operators in four-dimensional N=4 super Yang-Mills theory. We show that the contour of a supersymmetric Wilson loop is either an orbit of some conformal transformation of the space-time (case I), or an arbitrary contour in the subspace where local superalgebra generator is a pure spinor (case II). In the more interesting case II we find and classify all pairs (Q,W) of the supercharges and the corresponding operators modulo the action of the global symmetry group.