This paper presents a novel traffic classification approach which classifies TCP connections with help of observable Markov models. As traffic properties, payload length, direction, and position of the first packets of a TCP connection are considered. We evaluate the accuracy of the classification approach with help of packet traces captured in a real network, achieving higher accuracies than the cluster-based classification approach of Bernaille [1]. As another advantage, the complexity of the proposed Markov classifier is low for both training and classification. Furthermore, the classification approach provides a certain level of robustness against changed usage of applications.