Semi-supervised Learning (SSL) has been proven vulnerable to out-of-distribution (OOD) samples in realistic large-scale unsupervised datasets due to over-confident pseudo-labeling OODs as in-distribution (ID). A key underlying problem is class-wise latent space spreading from closed seen space to open unseen space, and the bias is further magnified in SSL's self-training loops. To close the ID distribution set so that OODs are better rejected for safe SSL, we propose Prototype Fission(PF) to divide class-wise latent spaces into compact sub-spaces by automatic fine-grained latent space mining, driven by coarse-grained labels only. Specifically, we form multiple unique learnable sub-class prototypes for each class, optimized towards both diversity and consistency. The Diversity Modeling term encourages samples to be clustered by one of the multiple sub-class prototypes, while the Consistency Modeling term clusters all samples of the same class to a global prototype. Instead of "opening set", i.e., modeling OOD distribution, Prototype Fission "closes set" and makes it hard for OOD samples to fit in sub-class latent space. Therefore, PF is compatible with existing methods for further performance gains. Extensive experiments validate the effectiveness of our method in open-set SSL settings in terms of successfully forming sub-classes, discriminating OODs from IDs and improving overall accuracy. Codes will be released.