Discriminant analysis is an effective tool for the classification of experimental units into groups. Here, we consider the typical problem of classifying subjects according to phenotypes via gene expression data and propose a method that incorporates variable selection into the inferential procedure, for the identification of the important biomarkers. To achieve this goal, we build upon a conjugate normal discriminant model, both linear and quadratic, and include a stochastic search variable selection procedure via an MCMC algorithm. Furthermore, we incorporate into the model prior information on the relationships among the genes as described by a gene-gene network. We use a Markov random field (MRF) prior to map the network connections among genes. Our prior model assumes that neighboring genes in the network are more likely to have a joint effect on the relevant biological processes.