This paper presents an approach based on Projection Pursuit and fuzzy rule extraction combining new hybrid method of classification system. This method is the first to use projection pursuit technology to deal with training set of sample dimensionality reduction and in accordance with the sample classification. According to the results of the classification and the best value projection, using trapezoid distribution method extraction fuzzy rules, producing three types of fuzzy membership function. Finally, in accordance with Fuzzy nearness value to determined the sample under the credit level. The results of experiment showed this method of classification accuracy than the traditional credit evaluation techniques have markedly improved, the reliability is better, has a good application value.