The use of large-scale microarray expression profiling to identify predictors of disease class has become of major interest. Beyond their impact in the clinical setting (i.e. improving diagnosis and treatment), these markers are also likely to provide clues on the molecular mechanisms underlining the diseases. In this paper we describe a new method for the identification of multiple gene predictors of disease class. The method is applied to the classification of two forms of arthritis that have a similar clinical endpoint but different underlying molecular mechanisms: rheumatoid arthritis (RA) and osteoarthritis (OA). We aim at both the classification of samples and the location of genes characterizing the different classes. We achieve both goals simultaneously by combining a binary probit model for classification with Bayesian variable selection methods to identify important genes.We find very small sets of genes that lead to good classification results. Some of the selected genes are clearly correlated with known aspects of the biology of arthritis and, in some cases, reflect already known differences between RA and OA.