First, a fuzzy system based on ifFirst, a fuzzy system based on if-then rules and with parametric consequences is recalled. Then, it is shown that the globalthen rules and with parametric consequences is recalled. Then, it is shown that the global and local ε-insensitive learning of the above fuzzy system may be presented as a combination of both an ε-insensitive gradient method and solving a system of linear inequalities. Examples are given of using the introduced method to design fuzzy models of real-life data. Simulation results show an improvement in the generalization ability of a fuzzy system trained by the new method compared with the traditional and other ε-insensitive learning methods.