In the post-genomic biology era,the reconstruction of gene regulatory networks from microarray gene expression data isvery important to understand the underlying biological system,and it has been a challenging task in bioinformatics.TheBayesian network model has been used in reconstructing the gene regulatory network for its advantages,but how to determinethe network structure and parameters is still important to be explored.This paper proposes a two-stage structure learning algorithmwhich integrates immune evolution algorithm to build a Bayesian network.The new algorithm is evaluated with the use ofboth simulated and yeast cell cycle data.The experimental results indicate that the proposed algorithm can find many of theknown real regulatory relationships from literature and predict the others unknown with high validity and accuracy.