High-throughput data can be used in conjunction with clinical information to develop predictive models. Automating the process of developing, evaluating and testing such predictive models on different datasets would minimize operator errors and facilitate the comparison of different modeling approaches on the same dataset. Complete automation would also yield unambiguous documentation of the process followed to develop each model. We present the BDVal suite of programs that fully automate the construction of predictive classification models from high-throughput data and generate detailed reports about the model construction process. We have used BDVal to construct models from microarray and proteomics data, as well as from DNA-methylation datasets. The programs are designed for scalability and support the construction of thousands of alternative models from a given dataset and prediction task.