We present a study on the environments of the SDSS galaxies divided into fine classes based on their morphology, colour and spectral features. The SDSS galaxies are classified into early-type and late-type; red and blue; passive, HII, Seyfert and LINER, which returns a total of 16 fine classes of galaxies. We estimate the local number density, target-excluded local luminosity density, local colour, close pair fraction and the luminosity and colour of the brightest neighbour, which are compared between the fine classes comprehensively. The morphology-colour class of galaxies strongly depends on the local density, with the approximate order of high-density preference: red early-type galaxies (REGs) -- red late-type galaxies (RLGs) -- blue early-type galaxies (BEGs) -- blue late-type galaxies (BLGs). We find that high-density environments (like cluster environments) seem to suppress AGN activity. The pair fraction of HII REGs does not show statistically significant difference from that of passive REGs, while the pair fraction of HII BLGs is smaller than that of non-HII BLGs. HII BLGs show obvious double (red + blue) peaks in the distribution of the brightest neighbour colour, while red galaxies show a single red peak. The brightest neighbours of Seyfert BLGs tend to be blue, while those of LINER BLGs tend to be red, which implies that the difference between Seyfert and LINER may be related to the pair interaction. Other various environments of the fine classes are investigated, and their implication on galaxy evolution is discussed.