The human brain can be described as containing a number of functional regions. These regions, as well as the connections between them, play a key role in information processing in the brain. However, most existing multi-voxel pattern analysis approaches either treat multiple regions as one large uniform region or several independent regions, ignoring the connections between them. In this paper we propose to model such connections in an Hidden Conditional Random Field (HCRF) framework, where the classifier of one region of interest (ROI) makes predictions based on not only its voxels but also the predictions from ROIs that it connects to. Furthermore, we propose a structural learning method in the HCRF framework to automatically uncover the connections between ROIs. We illustrate this approach with fMRI data acquired while human subjects viewed images of different natural scene categories and show that our model can improve the top-level (the classifier combining information from all ROIs) and ROI-level prediction accuracy, as well as uncover some meaningful connections between ROIs.