Tumour markers are standard tools for the differential diagnosis of cancer. However, the occurrence of nonspecific symptoms and different malignancies involving the same cancer site may lead to a high proportion of misclassifications. Classification accuracy can be improved by combining information from different markers using standard data mining techniques, like Decision Tree (DT), Artificial Neural Network (ANN), and k-Nearest Neighbour (KNN) classifier. Unfortunately, each method suffers from some unavoidable limitations. DT, in general, tends to show a low classification performance, whereas ANN and KNN produce a black-box classification that does not provide biological information useful for clinical purposes.