Genomic prediction has been widely used in multiple areas and various genomic prediction methods have been developed. The majority of these methods, however, focus on statistical properties and ignore the abundant useful biological information like genome annotation or previously discovered causal variants. Therefore, to improve prediction performance, several methods have been developed to incorporate biological information into genomic prediction, mostly in single-trait analysis. A commonly used method to incorporate biological information is allocating molecular markers into different classes based on the biological information and assigning separate priors to molecular markers in different classes. It has been shown that such methods can achieve higher prediction accuracy than conventional methods in some circumstances. However, these methods mainly focus on single-trait analysis, and available priors of these methods are limited. Thus, in both single-trait and multiple-trait analysis, we propose the multi-class Bayesian Alphabet methods, in which multiple Bayesian Alphabet priors, including RR-BLUP, BayesA, BayesB, BayesCΠ, and Bayesian LASSO, can be used for markers allocated to different classes. The superior performance of the multi-class Bayesian Alphabet in genomic prediction is demonstrated using both real and simulated data. The software tool JWAS offers open-source routines to perform these analyses.