The wealth of knowledge imbedded in gene expression data from DNA microarrays portends rapid advances in both research and clinic. Turning the prodigious and noisy data into knowledge is a challenge to the field of bioinformatics, and development of classifiers using supervised learning techniques is the primary methodological approach for clinical application using gene expression data. In this paper, we present a novel classification method, multiclass Decision Forest (DF), that is the direct extension of the two-class DF previously developed in our lab. Central to DF is the synergistic combining of multiple heterogenic but comparable decision trees to reach a more accurate and robust classification model. The computationally inexpensive multiclass DF algorithm integrates gene selection and model development, and thus eliminates the bias of gene preselection in crossvalidation. Importantly, the method provides several statistical means for assessment of prediction accuracy, prediction confidence, and diagnostic capability. We demonstrate the method by application to gene expression data for 83 small round blue-cell tumors (SRBCTs) samples belonging to one of four different classes. Based on 500 runs of 10-fold crossvalidation, tumor prediction accuracy was approximately 97%, sensitivity was approximately 95%, diagnostic sensitivity was approximately 91%, and diagnostic accuracy was approximately 99.5%. Among 25 genes selected to distinguish tumor class, 12 have functional information in the literature implicating their involvement in cancer. The four types of SRBCTs samples are also distinguishable in a clustering analysis based on the expression profiles of these 25 genes. The results demonstrated that the multiclass DF is an effective classification method for analysis of gene expression data for the purpose of molecular diagnostics.