Uncertain information processing is a key problem in classification. Dempster-Shafer evidence theory (D-S evidence theory) is widely used in uncertain information modelling and fusion. For uncertain information fusion, the Dempster’s combination rule in D-S evidence theory has limitation in some cases that it may cause counterintuitive fusion results. In this paper, a new correlation belief function is proposed to address this problem. The proposed method transfers the belief from a certain proposition to other related propositions to avoid the loss of information while doing information fusion, which can effectively solve the problem of conflict management in D-S evidence theory. The experimental results of classification on the UCI dataset show that the proposed method not only assigns a higher belief to the correct propositions than other methods, but also expresses the conflict among the data apparently. The robustness and superiority of the proposed method in classification are verified through experiments on different datasets with varying proportion of training set.