There are several relevance feedback algorithms available, some algorithms use ad-hoc heuristics or assume that feature vectors are independent regardless of their correlation. In this paper, we propose a new relevance feedback algorithm using probabilistic neural networks (PNN) supporting multi-class learning. In our approach, there is no need to assume that feature vectors are independent and it permits system to insert additional classes for detail classification. In addition, it does not take long computation time for training, because it has only four layers. In PNN's classification process, we keep the user's entire past feedback actions as history in order to improve the performance for future iterations. In the history, our approach can capture the user's subjective intension more precisely and prevent retrieval performance from fluctuating or degrading in the next iteration. To validate the effectiveness of our feedback approach, we incorporate the proposed algorithm to our region-based image retrieval tool FRIP (finding region in the pictures). The efficacy of our method is validated using a set of 3000 images from Corel-photo CD.