Mixtures of factor analyzers (MFA) is useful to model the distribution of high-dimensional data on much lower dimensional space where the number of observations is very large relative to their dimension . Mixtures of common factor analyzers (MCFA) can reduce further the number of parameters in the specification of the component covariance matrices as the number of classes is not small. Moreover, the factor scores of MCFA can be displayed in low-dimensional space to distinguish the groups. We propose the factor scores of MCFA as new low-dimensional features for classification of high-dimensional data. Compared with the conventional dimension reduction methods such as principal component analysis (PCA) and canonical covariates (CV), the proposed factor score was shown to have higher correct classification rates for three real data sets when it was used in parametric and nonparametric classifiers.