Choosing a decomposition method for multi-class classification is an important trade-off between efficiency and predictive accuracy. Trying all the decomposition methods to find the best one is too time-consuming for many applications, while choosing the wrong one may result in large loss on predictive accuracy. In this paper, we propose an automatic decomposition method selection approach called “D-Chooser”, which is lightweight and can choose the best decomposition method accurately. D-Chooser is equipped with our proposed difficulty index which consists of sub-metrics including distribution divergence, overlapping regions, unevenness degree and relative size of the solution space. The difficulty index has two intriguing properties: 1) fast to compute and 2) measuring multi-class problems comprehensively. Extensive experiments on real-world multi-class problems show that D-Chooser achieves an accuracy of 80.56% in choosing the best decomposition method. It can choose the best method in just a few seconds, while existing approaches verify the effectiveness of a decomposition method often takes a few hours. We also provide case studies on Kaggle competitions and the results confirm that D-Chooser is able to choose a better decomposition method than the winning solutions.