Aiming to deficiency of the filter and wrapper feature selection methods, a new method based on composite method of filter and wrapper method is proposed. First the method filters original features to form a feature subset which can meet classification correctness rate, then applies wrapper feature selection method select optimal feature subset. A successful technique for solving optimization problems is given by genetic algorithm (GA). GA is applied to the problem of optimal feature selection. The composite method saves computing time several times of the wrapper method with holding the classification accuracy in data simulation and experiment on bearing fault feature selection. So this method possesses excellent optimization property, can save more selection time, and has the characteristics of high accuracy and high efficiency.