The phonocardiogram (PCG) can be used as an affordable way to monitor heart conditions. This study proposes the training and testing of several classifiers based on SVMs (support vector machines), k-NN (k-Nearest Neighbor), and NNs (neural networks) to perform binary (“Normal”/”Pathologic”) and multiclass (“Normal”, “CAD” (coronary artery disease), “MVP” (mitral valve prolapse), and “Benign” (benign murmurs)) classification of PCG signals, without heart sound segmentation algorithms. Two datasets of 482 and 826 PCG signals from the Physionet/CinC 2016 dataset are used to train the binary and multiclass classifiers, respectively. Each PCG signal is pre-processed, with spike removal, denoising, filtering, and normalization; afterward, it is divided into 5 s frames with a 1 s shift. Subsequently, a feature set is extracted from each frame to train and test the binary and multiclass classifiers. Concerning the binary classification, the trained classifiers yielded accuracies ranging from 92.4 to 98.7% on the test set, with memory occupations from 92.7 kB to 11.1 MB. Regarding the multiclass classification, the trained classifiers achieved accuracies spanning from 95.3 to 98.6% on the test set, occupying a memory portion from 233 kB to 14.1 MB. The NNs trained and tested in this work offer the best trade-off between performance and memory occupation, whereas the trained k-NN models obtained the best performance at the cost of large memory occupation (up to 14.1 MB). The classifiers’ performance slightly depends on the signal quality, since a denoising step is performed during pre-processing. To this end, the signal-to-noise ratio (SNR) was acquired before and after the denoising, indicating an improvement between 15 and 30 dB. The trained and tested models occupy relatively little memory, enabling their implementation in resource-limited systems.