In this work, a family of generative Gaussian models designed for the supervised classification of high-dimensional data is presented as well as the associated classification method called High Dimensional Discriminant Analysis (HDDA). The advantages of these Gaussian models are: i) the representation of the input density model is smooth; ii) the data of each class are modeled in a specific subspace of low dimensionality; iii) each class may have its own covariance structure; iv) regularization is coupled to the classification criterion to avoid data over-fitting. To illustrate the abilities of the method, HDDA is applied on complex high-dimensional multi-class classification problems in mid-infrared and near infrared spectroscopy and compared to state-of-the-art methods.