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Genome-wide association studies (GWA) try to identify the genetic polymorphisms associated with variation in phenotypes. However, the most significant genetic variants may have a small predictive power to forecast the future development of common diseases. We study the prediction of the risk of developing a disease given genome-wide genotypic data using classifiers with a reject option, which only make a prediction when they are sufficiently certain, but in doubtful situations may reject making a classification. To test the reliability of our proposal, we used the Wellcome Trust Case Control Consortium (WTCCC) data set, comprising 14,000 cases of seven common human diseases and 3,000 shared controls.