Online forum discussions are emerging as valuable information repository, where knowledge is accumulated by the interaction among users, leading to multiple threads with structures. Such replying structure in each thread conveys important information about the discussion content. Unfortunately, not all the online forum sites would explicitly record such replying relationship, making it hard for both users and computers to digest the information buried in a discussion thread. In this paper, we propose a probabilistic model in the Conditional Random Fields framework to predict the replying structure for a threaded online discussion. Different from previous replying relation reconstruction methods, most of which fail to consider dependency between the posts, we cast the problem as a supervised structure learning problem to incorporate the features capturing the structural dependency and learn their relationship. Experiment results on three different online forums show that the proposed method can well capture the replying structures in online discussion threads, and multiple tasks such as forum search and question answering can benefit from the reconstructed replying structures.