Among learning based hashing methods, supervised hashing seeks compact binary representation of the training data to preserve semantic similarities. Recent years have witnessed various problem formulations and optimization methods for supervised hashing. Most of them optimize a form of loss function with a regulization term, which can be viewed as a maximum a posterior (MAP) estimation of the hashing codes. However, these approaches are prone to overfitting unless hyperparameters are tuned carefully. To address this problem, we present a novel fully Bayesian treatment for supervised hashing problem, named Bayesian Supervised Hashing (BSH), in which hyperparameters are automatically tuned during optimization. Additionally, by utilizing automatic relevance determination (ARD), we can figure out relative discriminating ability of different hashing bits and select most informative bits among them. Experimental results on three real-world image datasets with semantic information show that BSH can achieve superior performance over state-of-the-art methods with comparable training time.