Classification finds wide applications in artificial intelligence and expert systems. Feature extraction is a key step for classifier learning. However, the relation among samples is usually ignored in classical feature extraction models. Recently, feature extraction based on graph signal processing that makes use of the relation among samples has attracted great attention. It is a common assumption that the classification information is smooth and of low frequency in these studies. We point out that it is the discrimination ability that essentially makes a good classification feature instead of smoothness. This new perspective prompts us to introduce the concept of discriminative graph signal, and then, based on this concept, we propose a novel feature extraction model for supervised classification. To improve the classification ability for multi-class problems, a generalized model is proposed to extract multiple discriminative signals and an algorithm is also presented to compute the multiple discriminative signals simultaneously. On five publicly available UCI datasets, our proposed method outperforms the existing methods in terms of performance. Finally some drawbacks are discussed and future research directions are also provided.