© Copyright © 2020 Yang, Yang, Liu and Geng. The problem of cancer risk analysis is of great importance to health-service providers and medical researchers. In this study, we propose a novel Artificial Neural Network (ANN) algorithm based on the probabilistic framework, which aims to investigate patient patterns associated with their disease development. Compared to the traditional ANN where input features are directly extracted from raw data, the proposed probabilistic ANN manipulates original inputs according to their probability distribution. More precisely, the Naïve Bayes and Markov chain models are used to approximate the posterior distribution of the raw inputs, which provides a useful estimation of subsequent disease development. Later, this distribution information is further leveraged as additional input to train ANN. Additionally, to reduce the training cost and to boost the generalization capability, a sparse training strategy is also introduced. Experimentally, one of the largest cancer-related datasets is employed in this study. Compared to state-of-the-art methods, the proposed algorithm achieves a much better outcome, in terms of the prediction accuracy of subsequent disease development. The result also reveals the potential impact of patients' disease sequence on their future risk management.