Currently, limited molecular markers exist that can determine where in the spectrum of chronic myeloid leukemia (CML) progression an individual patient falls at diagnosis. Gene expression profiles can predict disease and prognosis, but most widely used microarray analytical methods yield lengthy gene candidate lists that are difficult to apply clinically. Consequently, we applied a probabilistic method called Bayesian model averaging (BMA) to a large CML microarray dataset. BMA, a supervised method, considers multiple genes simultaneously and identifies small gene sets. BMA identified 6 genes (NOB1, DDX47, IGSF2, LTB4R, SCARB1, and SLC25A3) that discriminated chronic phase (CP) from blast crisis (BC) CML. In CML, phase labels divide disease progression into discrete states. BMA, however, produces posterior probabilities between 0 and 1 and predicts patients in “intermediate” stages. In validation studies of 88 patients, the 6-gene signature discriminated early CP from late CP, accelerated phase, and BC. This distinction between early and late CP is not possible with current classifications, which are based on known duration of disease. BMA is a powerful tool for developing diagnostic tests from microarray data. Because therapeutic outcomes are so closely tied to disease phase, these probabilities can be used to determine a risk-based treatment strategy at diagnosis.