Music classification based on cultural style is useful for music analysis and has potential applications in retrieval and recommendation systems. In this paper, we present the first attempt to classify audio signals automatically according to their cultural styles, which are characterized by timbre, rhythm, wavelet coefficients and musicology-based features. Machine learning algorithms are employed to investigate the effectiveness of various features on a data set of 1300 music pieces, collected for this research. Experimental results show that the proposed method can achieve an overall accuracy of 86% for six cultural styles, which shows the feasibility of integrating cultural style classification into music analysis and retrieval systems.