It is an object of the present invention to provide means for efficiently obtaining peptides that exhibit a high affinity toward a given target. Peptides are designed by the steps of (1) performing an affinity assay using a plurality of peptides having different peptide sequences and a target to obtain affinity data for each of the peptide sequences toward the target; (2) selecting high-affinity peptide sequences and low-affinity peptide sequences; (3) digitizing predetermined property(ies) of amino acids for each location from N-terminal or C-terminal to transform each of the selected peptide sequences into numerical data; (4) performing Fuzzy Neural Network analysis by using the obtained numerical data as input variables to construct a prediction model; (5) extracting from the constructed prediction model one or two or more rules wherein the amino acids and the properties are related to each other on one or more locations on the sequences, said rules representing the characteristics of high-affinity peptide sequence; and (6) designing a peptide according to the extracted rules.