One of the major goals in microarray data analysis is to identify biomarkers and build a classification model for future prediction. Many traditional statistical models, based on microarray data alone, often fail in identifying biologically meaningful genes, which should have synergistic effect on determine the clinical outcomes through some interactions rather than work individually. In this paper, we proposed a network-constrained support vector machine (nSVM) for classification by incorporating prior knowledge, which could be protein-protein interactions, protein-gene regulation relationships or pathways information. Specifically, we use Laplacian matrix to represent gene-gene interaction network to regularize the objective function of SVM, which imposes the smoothness of coefficients over the network. The experimental results on simulation and real microarray datasets demonstrate that our method could not only improve classification performance compared to conventional SVM, but more importantly, it could identify significant sub-networks belonging to several pathways which might be related to underlying mechanism associated with clinical outcomes.