In this paper, we investigate the generalization performance of multi-class classification, for which we obtain a shaper error bound by using the notion of local Rademacher complexity and additional unlabeled samples, substantially improving the state-of-the-art bounds in existing multi-class learning methods. The statistical learning motivates us to devise an efficient multi-class learning framework with the local Rademacher complexity and Laplacian regularization. Coinciding with the theoretical analysis, experimental results demonstrate that the stated approach achieves better performance.