The use of computational methods is fundamental in cancer research. One of the possibilities is the use of Artificial Intelligence techniques. Several of these techniques have been used to analyze expression arrays. However, the new Exon arrays which work with a large amount of data require novel solutions. This paper presents a Case-based reasoning (CBR) system for automatic classification of leukemia patients from Exon array data. The proposed CBR system incorporates novel algorithms for data filtering and classification. The system has been tested and the results obtained are presented in this paper.