Bayesian Network (BN) is a powerful network model, which represents a set of variables in the domain and provides the probabilistic relationships among them. But BN can handle discrete values only; it cannot handle continuous, interval and ordinal ones, which must be converted to discrete values and the order information is lost. Thus, BN tends to have higher network complexity and lower understandability. In this paper, we present a novel dependency network which can handle discrete, continuous, interval and ordinal values through functions; it has lower network complexity and stronger expressive power; it can represent any kind of relationships; and it can incorporate a-priori knowledge though user-defined functions. We also propose a novel Genetic Programming (GP) to learn dependency networks. The novel GP does not use any knowledge-guided nor application-oriented operator, thus it is robust and easy to replicate. The experimental results demonstrate that the novel GP can successfully discover the target novel dependency networks, which have the highest accuracy and the lowest network complexity.