Multi-electrode recordings in neural tissue contain the action potential waveforms of many closely spaced neurons. While we can observe the action potential waveforms, we cannot observe which neuron is the source for which waveform nor how many source neurons are being recorded. Current spike-sorting algorithms solve this problem by assuming a fixed number of source neurons and assigning the action potentials given this fixed number. We model the spike waveforms as an anisotropic Gaussian mixture model and present, as an alternative, a reversible-jump Markov chain Monte Carlo (MCMC) algorithm to simultaneously estimate the number of source neurons and to assign each action potential to a source. We derive this MCMC algorithm and illustrate its application using simulated three-dimensional data and real four-dimensional feature vectors extracted from tetrode recordings of rat entorhinal cortex neurons. In the analysis of the simulated data our algorithm finds the correct number of mixture components (sources) and classifies the action potential waveforms with minimal error. In the analysis of real data, our algorithm identifies clusters closely resembling those previously identified by a user-dependent graphical clustering procedure. Our findings suggest that a reversible-jump MCMC algorithm could offer a new strategy for designing automated spike-sorting algorithms.