Rock burst is one of main engineering geological problems significantly threatening the safety of construction. Prediction of rock burst is always an important issue concerning the safety of workers and equipment in tunnels. In this paper, a novel PNN-based rock burst prediction model is proposed to determine whether rock burst will happen in the underground rock projects and how much the intensity of rock burst is. The probabilistic neural network (PNN) is developed based on Bayesian criteria of multivariate pattern classification. Because PNN has the advantages of low training complexity, high stability, quick convergence, and simple construction, it can be well applied in the prediction of rock burst. Some main control factors, such as rocks’ maximum tangential stress, rocks’ uniaxial compressive strength, rocks’ uniaxial tensile strength, and elastic energy index of rock are chosen as the characteristic vector of PNN. PNN model is obtained through training data sets of rock burst samples which come from underground rock project in domestic and abroad. Other samples are tested with the model. The testing results agree with the practical records. At the same time, two real-world applications are used to verify the proposed method. The results of prediction are same as the results of existing methods, just same as what happened in the scene, which verifies the effectiveness and applicability of our proposed work.