Identifying effective biomarkers to battle complex diseases is an important but challenging task in biomedical research today. Molecular data of complex diseases is increasingly abundant due to the rapid advance of high throughput technologies. However, a great gap remains in identifying the massive molecular data to phenotypic changes, in particular, at a network level, i.e., a novel method for identifying network biomarkers is in pressing need to accurately classify and diagnose diseases from molecular data and shed light on the mechanisms of disease pathogenesis. Rather than seeking differential genes at an individual-molecule level, here we propose a novel method for identifying network biomarkers based on protein-protein interaction affinity (PPIA), which identify the differential interactions at a network level. Specifically, we firstly define PPIAs by estimating the concentrations of protein complexes based on the law of mass action upon gene expression data. Then we select a small and non-redundant group of protein-protein interactions and single proteins according to the PPIAs, that maximizes the discerning ability of cases from controls. This method is mathematically formulated as a linear programming, which can be efficiently solved and guarantees a globally optimal solution. Extensive results on experimental data in breast cancer demonstrate the effectiveness and efficiency of the proposed method for identifying network biomarkers, which not only can accurately distinguish the phenotypes but also provides significant biological insights at a network or pathway level. In addition, our method provides a new way to integrate static protein-protein interaction information with dynamical gene expression data.