In this paper, we have extended the well-established universal approximator theory to neural networks that use the unbounded ReLU activation function and a nonlinear softmax output layer. We have proved that a sufficiently large neural network using the ReLU activation function can approximate any function in $L^1$ up to any arbitrary precision. Moreover, our theoretical results have shown that a large enough neural network using a nonlinear softmax output layer can also approximate any indicator function in $L^1$, which is equivalent to mutually-exclusive class labels in any realistic multiple-class pattern classification problems. To the best of our knowledge, this work is the first theoretical justification for using the softmax output layers in neural networks for pattern classification.