Web search queries are often ambiguous or multi-faceted, which makes a simple ranked list of results inadequate. To assist information finding for such faceted queries, we explore a technique that explicitly represents interesting facets of a query using groups of semantically related terms extracted from search results. As an example, for the query "baggage allowance", these groups might be different airlines, different flight types (domestic, international), or different travel classes (first, business, economy). We name these groups query facets and the terms in these groups facet terms. We develop a supervised approach based on a graphical model to recognize query facets from the noisy candidates found. The graphical model learns how likely a candidate term is to be a facet term as well as how likely two terms are to be grouped together in a query facet, and captures the dependencies between the two factors. We propose two algorithms for approximate inference on the graphical model since exact inference is intractable. Our evaluation combines recall and precision of the facet terms with the grouping quality. Experimental results on a sample of web queries show that the supervised method significantly outperforms existing approaches, which are mostly unsupervised, suggesting that query facet extraction can be effectively learned.