Understanding users’ search intent expressed through their search queries is crucial to Web search and online advertisement. Web query classification (QC) has been widely studied for this purpose. Most previous QC algorithms classify individual queries without considering their context information. However, as exemplified by the well-known example on query “jaguar”, many Web queries are short andambiguous, whose real meanings are uncertain without the context information. In this paper, we incorporate context information into the problem of query classification by using conditional random field (CRF) models. In our approach, we use neighboring queries and their corresponding clicked URLs (Web pages) in search sessions as the context information. We perform extensive experiments on real world search logs and validate the effectiveness and efficiency of our approach. We show that we can improve the F1 score by 52% as compared to other state-of-the-art baselines.