Multivariate calibration is a classic problem in the analytical chemistry field and frequently solved by partial least squares (PLS) and artificial neural networks (ANNs) in the previous works. The spaciality of multivariate calibration is high dimensionality with small sample. Here, we apply support vector regression (SVR) as well as ANNs, and PLS to the multivariate calibration problem in the determination of the three aromatic amino acids (phenylalanine, tyrosine and tryptophan) in their mixtures by fluorescence spectroscopy. The results of the leave-one-out method show that SVR performs better than other methods, and appear to be one good method for this task. Furthermore, feature selection is performed for SVR to remove redundant features and a novel algorithm named Prediction RIsk based FEature selection for support vector Regression (PRIFER) is proposed. Results on the above multivariate calibration data set show that PRIFER is a powerful tool for solving the multivariate calibration problems.