A common problem in many types of databases is retrieving the most similar matches to a query object. Finding those matches in a large database can be too slow to be practical, especially in domains where objects are compared using computationally expensive similarity (or distance) measures. This paper proposes a novel method for approximate nearest neighbor retrieval in such spaces. Our method is embedding-based, meaning that it constructs a function that maps objects into a real vector space. The mapping preserves a large amount of the proximity structure of the original space, and it can be used to rapidly obtain a short list of likely matches to the query. The main novelty of our method is that it constructs, together with the embedding, a query-sensitive distance measure that should be used when measuring distances in the vector space. The term "querysensitive" means that the distance measure changes depending on the current query object. We report experiments with an i...