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In this paper, a new method of fuzzy decision trees called soft decision trees (SDT) is presented. This method combines tree growing and pruning, to determine the structure of the soft decision tree, with refitting and backfitting, to improve its generalization capabilities. The method is explained and motivated and its behavior is first analyzed empirically on 3 large databases in terms of classification error rate, model complexity and CPU time. A comparative study on 11 standard UCI Repository databases then shows that the soft decision trees produced by this method are significantly more accurate than standard decision trees. Moreover, a global model variance study shows a much lower variance for soft decision trees than for standard trees as a direct cause of the improved accuracy.