Existing works on sentiment analysis on product reviews suffer from the following limitations: (1) The knowledge of hierarchical relationships of products attributes is not fully utilized. (2) Reviews or sentences mentioning several attributes associated with complicated sentiments are not dealt with very well. In this paper, we propose a novel HL-SOT approach to labeling a product's attributes and their associated sentiments in product reviews by a Hierarchical Learning (HL) process with a defined Sentiment Ontology Tree (SOT). The empirical analysis against a humanlabeled data set demonstrates promising and reasonable performance of the proposed HL-SOT approach. While this paper is mainly on sentiment analysis on reviews of one product, our proposed HLSOT approach is easily generalized to labeling a mix of reviews of more than one products.