For any corporation the interaction with its customers is an important business process. This is especially the case for resolving various business-related issues that customers encounter. Classifying the type of such customer service e-mails to provide improved customer service is thus important. The classification of e-mails makes it possible to direct them to the most suitable handler within customer service. We have investigated the following two aspects of customer e-mail classification within a large Swedish corporation. First, whether a multi-label classifier can be introduced that performs similarly to an already existing multi-class classifier. Second, whether conformal prediction can be used to quantify the certainty of the predictions without loss in classification performance. Experiments were used to investigate these aspects using several evaluation metrics. The results show that for most evaluation metrics, there is no significant difference between multi-class and multi-label classifiers, except for Hamming loss where the multi-label approach performed with a lower loss. Further, the use of conformal prediction did not introduce any significant difference in classification performance for neither the multi-class nor the multi-label approach. As such, the results indicate that conformal prediction is a useful addition that quantifies the certainty of predictions without negative effects on the classification performance, which in turn allows detection of statistically significant predictions. © Springer Nature Switzerland AG 2019.