Neuro-fuzzy (NF) networks are adaptive fuzzy inference systems (FIS) and have been applied to feature selection by some researchers. However, their rule number will grow exponentially as the data dimension increases. On the other hand, feature selection algorithms with artificial neural networks (ANN) usually require normalization of input data, which will probably change some characteristics of original data that are important for classification. To overcome the problems mentioned above, this paper combines the fuzzification layer of the neuro-fuzzy system with the multi-layer perceptron (MLP) to form a new artificial neural network. Furthermore, fuzzification strategy and feature measurement based on membership space are proposed for feature selection.Finally, experiments with both natural and artificial data are carried out to compare with other methods, and the results approve the validity of the algorithm.