This paper firstly proposes a new support vector machine regression (SVR) with a robust loss function, and designs a gradient based algorithm for implementation of the SVR,then uses the SVR to extract fuzzy rules and designs fuzzy rule-based system. Simulations show that fuzzy rule-based system technique based on robust SVR achieves superior performance to the conventional fuzzy inference method, the proposed method provides satisfactory performance with excellent approximation and generalization property than the existing algorithm.