We describe one approach to build an automatically trainable anaphora resolution system. In this approach, we use Japanese newspaper articles tagged with discourse information as training examples for a machine learning algorithm which employs the C4.5 decision tree algorithm by Quinlan (Quinlan, 1993). Then, we evaluate and compare the results of several variants of the machine learning-based approach with those of our existing anaphora resolution system which uses manually-designed knowledge sources. Finally, we compare our algorithms with existing theories of anaphora, in particular, Japanese zero pronouns.