In this paper, we propose RNN-Capsule, a capsule model based on Recurrent Neural Network (RNN) for sentiment analysis. For a given problem, one capsule is built for each sentiment category e.g., 'positive' and 'negative'. Each capsule has an attribute, a state, and three modules: representation module, probability module, and reconstruction module. The attribute of a capsule is the assigned sentiment category. Given an instance encoded in hidden vectors by a typical RNN, the representation module builds capsule representation by the attention mechanism. Based on capsule representation, the probability module computes the capsule's state probability. A capsule's state is active if its state probability is the largest among all capsules for the given instance, and inactive otherwise. On two benchmark datasets (i.e., Movie Review and Stanford Sentiment Treebank) and one proprietary dataset (i.e., Hospital Feedback), we show that RNN-Capsule achieves state-of-the-art performance on sentiment classification. More importantly, without using any linguistic knowledge, RNN-Capsule is capable of outputting words with sentiment tendencies reflecting capsules' attributes. The words well reflect the domain specificity of the dataset.