Neural network ensembles are widely use for classification and regression problems as an alternative to the use of isolated networks. In many applications, ensembles has proven a performance above the performance of just one network. In this paper we present a new approach to neural network ensembles that we call “cascade ensembles”. The approach is based on two ideas: (i) the ensemble is created constructively, and (ii) the output of each network is fed to the inputs of the subsequent networks. In this way we make a cascade of networks. This method is compared with standard ensembles in several problems of classification with excellent performance.