A sequence-coupled (Markov chain) model is proposed to predict the cleavage sites in proteins by proteases with extended specificity subsites. In addition to the probability of an amino acid occurring at each of these subsites as observed from a training set of oligopeptides known cleavable by HIV protease, the conditional probabilities as reflected by the neighbor-coupled effect along the subsite sequence are also taken into account. These conditional probabilities are derived from an expanded training set consisting of sufficiently large peptide sequences generated by the Monte Carlo sampling process. Very high accuracy was obtained in predicting protein cleavage sites by both HIV-1 and HIV-2 proteases. The new method provides a rapid and accurate means for analyzing the specificity of HIV protease, and hence can be used to help find effective inhibitors of HIV protease as potential drugs against AIDS. The principle of this method can also be used to study the specificity of any multisubsite enzyme.