A problem is aroused in multi-classifier system that normally each of the classifiers is considered equally important in evidences’ combination, which gone against with the knowledge that different classifier has various performance due to diversity of classifiers. Therefore, how to determine the weights of individual classifier in order to get more accurate results becomes a question need to be solved. An optimal weight learning method is presented in this paper. First, the training samples are respectively input into the multi-classifier system based on Dempster-Shafer theory in order to obtain the output vector. Then the error is calculated by means of figuring up the distance between the output vector and class vector of corresponding training sample, and the objective function is defined as mean-square error of all the training samples. The optimal weight vector is obtained by means of minimizing the objective function. Finally, new samples are classified according to the optimal weight vector. The effectiveness of this method is illustrated by the UCI standard data set and electric actuator fault diagnostic experiment.