Microblog sentiment classification is an interesting and important research topic with wide applications. Traditional microblog sentiment classification methods usually use a single model to classify the messages from different users and omit individuality. However, microblogging users frequently embed their personal character, opinion bias and language habits into their messages, and the same word may convey different sentiments in messages posted by different users. In this paper, we propose a personalized approach for microblog sentiment classification. In our approach, each user has a personalized sentiment classifier, which is decomposed into two components, a global one and a user-specific one. Our approach can capture the individual personality and at the same time leverage the common sentiment knowledge shared by all users. The personalized sentiment classifiers of massive users are trained in a collaborative way based on multi-task learning to handle the data sparseness problem. In addition, we incorporate users' social relations into our model to strengthen the learning of the personalized models. Moreover, we propose a distributed optimization algorithm to solve our model in parallel. Experiments on two real-world microblog sentiment datasets validate that our approach can improve microblog sentiment classification accuracy effectively and efficiently.