In this paper, a new kind of neural network is proposed by combining ridgelet with feed-forward neural network (FNN). The network adopts ridgelet as the activation function in hidden layer of a three-layer FNN. Ridgelet is a good basis for describing the directional information in high dimension and it proves to be optimal in representing the functions with hyperplane singularity. So the network can approximate quite a wide range of multivariate functions in a more stable and efficient way, especially those with certain kinds of spatial inhomogeneities. Both theoretical analysis and experimental results of function approximation prove its superiority to wavelet neural network.