This paper presents a new and general nonlinear framework for fMRI data analysis based on statistical learning methodology: support vector machines. Unlike most current methods which assume a linear model for simplicity, the estimation and analysis of fMRI signal within the proposed framework is nonlinear, which matches recent findings on the dynamics underlying neural activity and hemodynamic physiology. The approach utilizes spatio-temporal support vector regression (SVR), within which the intrinsic spatio-temporal autocorrelations in fMRI data are reflected. The novel formulation of the problem allows merging model-driven with data-driven methods, and therefore unifies these two currently separate modes of fMRI analysis. In addition, multiresolution signal analysis is achieved and developed. Other advantages of the approach are: avoidance of interpolation after motion estimation, embedded removal of low-frequency noise components, and easy incorporation of multi-run, multi-subject, and multi-task studies into the framework.