Support vector machine, a universal method for learning from data, gains its development based on statistical learning theory. It shows many advantages in solving nonlinearly small sample and high dimensional problems of pattern recognition. Only a part of samples or support vectors (SVs) plays an important role in the final decision function. But SVs could not be obtained in advance until a quadratic programming is performed. In this paper, we use K-nearest neighbour method to extract a boundary vector set which may contain SVs. The number of the boundary set is smaller than the whole training set. Consequently it reduces the training samples, speeds up the training of support vector machine.