Query by example of multimedia signals aims at automatic retrieval of media samples from a database, which are similar to a userprovided example. This paper proposes a method for query by example of audio signals. The method calculates a set of acoustic features from the signals and models their probability density functions (pdfs) using Gaussian mixture models. The method measures the similarity between two samples using the Euclidian distance between their pdfs. A novel method for calculating the closed form solution of the distance is proposed. Simulation experiments show that proposed method enables higher retrieval accuracy than the reference methods.