High-density DNA microarray measures the activities of several thousand genes simultaneously and the gene expression profiles have been used for the cancer classification recently. This new approach promises to give better therapeutic measurements to cancer patients by diagnosing cancer types with improved accuracy. The Support Vector Machine (SVM) is one of the classification methods successfully applied to the cancer diagnosis problems. However, its optimal extension to more than two classes was not obvious, which might impose limitations in its application to multiple tumor types. We briefly introduce the Multicategory SVM, which is a recently proposed extension of the binary SVM, and apply it to multiclass cancer diagnosis problems.