Small nucleolar RNAs (snoRNAs) are a new type of functional small RNAs involved in the chemical modifications of rRNAs, tRNAs, and small nuclear RNAs. It is reported that they play important roles in tumorigenesis via various regulatory modes. snoRNAs can both participate in the regulation of methylation and pseudouridylation and regulate the expression pattern of their host genes. This research investigated the expression pattern of snoRNAs in eight major cancer types in TCGA via several machine learning algorithms. The expression levels of snoRNAs were first analyzed by a powerful feature selection method, Monte Carlo feature selection (MCFS). A feature list and some informative features were accessed. Then, the incremental feature selection (IFS) was applied to the feature list to extract optimal features/snoRNAs, which can make the support vector machine (SVM) yield best performance. The discriminative snoRNAs included HBII-52-14, HBII-336, SNORD123, HBII-85-29, HBII-420, U3, HBI-43, SNORD116, SNORA73B, SCARNA4, HBII-85-20, etc., on which the SVM can provide a Matthew’s correlation coefficient (MCC) of 0.881 for predicting these eight cancer types. On the other hand, the informative features were fed into the Johnson reducer and repeated incremental pruning to produce error reduction (RIPPER) algorithms to generate classification rules, which can clearly show different snoRNAs expression patterns in different cancer types. The analysis results indicated that extracted discriminative snoRNAs can be important for identifying cancer samples in different types and the expression pattern of snoRNAs in different cancer types can be partly uncovered by quantitative recognition rules.