A novel Bayesian modulation classification scheme is proposed for a single-antenna system over frequency-selective fading channels. The method is based on Gibbs sampling as applied to a latent Dirichlet Bayesian network (BN). The use of the proposed latent Dirichlet BN provides a systematic solution to the convergence problem encountered by the conventional Gibbs sampling approach for modulation classification. The method generalizes, and is shown to improve upon, the state of the art.