Recently, neural network models for natural language processing tasks have been increasingly focused on for their ability to alleviate the burden of manual feature engineering. In this paper, we propose a novel neural network model for Chinese word segmentation called Max-Margin Tensor Neural Network (MMTNN). By exploiting tag embeddings and tensorbased transformation, MMTNN has the ability to model complicated interactions between tags and context characters. Furthermore, a new tensor factorization approach is proposed to speed up the model and avoid overfitting. Experiments on the benchmark dataset show that our model achieves better performances than previous neural network models and that our model can achieve a competitive performance with minimal feature engineering. Despite Chinese word segmentation being a specific case, MMTNN can be easily generalized and applied to other sequence labeling tasks.