This paper investigates the classification of multi-class motor imagery for electroencephalogram (EEG)-based Brain-Computer Interface (BCI) using the Filter Bank Common Spatial Pattern (FBCSP) algorithm. The FBCSP algorithm classifies EEG measurements from features constructed using subject-specific temporal-spatial filters. However, the FBCSP algorithm is limited to binary-class motor imagery. Hence, this paper proposes 3 approaches of multi-class extension to the FBCSP algorithm: One-versus-Rest, Pair-Wise and Divide-and-Conquer. These approaches decompose the multi-class problem into several binary-class problems. The study is conducted on the BCI Competition IV dataset IIa, which comprises single-trial EEG data from 9 subjects performing 4-class motor imagery of left-hand, right-hand, foot and tongue actions. The results showed that the multi-class FBCSP algorithm could extract features that matched neurophysiological knowledge, and yielded the best performance on the evaluation data compared to other international submissions.