Support vector machine (SVM), a typical classification method, has been widely used in stellar spectra classification. It performs well in practice, while it encounters the multi-class classification challenge. In order to solve the problem above, multi-class support vector machine (MCSVM) was proposed in this paper based on the in-depth analysis of SVM. Meanwhile, the stellar spectra classification model based on multi-class support vector machine was constructed. The advantage of the proposed method is that the samples’ class can be determined by a classification process. Comparative experiments with the existed multi-class classification method on the SDSS DR8 datasets verify the effectiveness of the proposed method.