Abstract: This study presents a Decision Support System (DSS) which supports assignment of actions (e.g., numbers, projects, people etc.) into predefined categories according to their score on evaluation criteria. It implements a novel classification algorithm based on multicriteria analysis and fuzzy preference relations. More detailed, assignment to classes is based on the concept of category threshold, which defines at what degree an alternative can be included in a specific category. For each category a threshold is defined by the corresponding decision maker, which indicates its lower limit with respect to the evaluation criteria. Actions are then evaluated according to the criteria and fuzzy inclusion degrees are calculated for each category. Finally, an action is assigned to the category for which the inclusion degree is the maximum. The DSS implements the above classification algorithm, providing a user-friendly interface, which supports decision makers to formulate and solve similar problems. In addition to the DSS, we present a real world application at a classification problem within the environment of a Greek bank. Results derived from evaluation experiments in the business environment provide evidence that the proposed methodology and the DSS can effectively support decision makers in classification decisions. The methodology as well as the proposed DSS can be used to classification problems not only in financial domain but to a variety of domains such as production, environmental, or human resources.