A gesture recognition system using siamese neural network executes a gesture recognition method. The gesture recognition method includes steps of: receiving a first training signal to calculate a first feature; receiving a second training signal to calculate a second feature; determining a distance between the first feature and the second feature in a feature space; adjusting the distance between the first feature and the second feature in feature space according to a predetermined parameter. Two neural networks are used to generate the first feature and the second feature, and determine the distance between the first feature and the second feature in the feature space for training the neural networks. Therefore, the gesture recognition system does not need a big amount of data to train one neural network for classifying a sensing signal. A user may easily define a new personalized gesture.