Over recent years, feature selection (FS) has gained more attention in intelligent diagnosis. This study is aimed at evaluating FS methods in a unified framework for mammographic breast cancer diagnosis. After FS methods generated rank lists according to feature importance, the framework added features incrementally as the input of random forest which performed as the classifier for breast lesion classification. In this study, 10 FS methods were evaluated and the digital database for screening mammography (1104 benign and 980 malignant lesions) was analyzed. The classification performance was quantified with the area under the curve (AUC), and accuracy, sensitivity, and specificity were also considered. Experimental results suggested that both infinite latent FS method (AUC, 0.866 ± 0.028 ) and RELIEFF (AUC, 0.855 ± 0.020 ) achieved good prediction ( AUC ≥ 0.85 ) when 6 features were used, followed by correlation-based FS method (AUC, 0.867 ± 0.023 ) using 7 features and WILCOXON (AUC, 0.887 ± 0.019 ) using 8 features. The reliability of the diagnosis models was also verified, indicating that correlation-based FS method was generally superior over other methods. Identification of discriminative features among high-throughput ones remains an unavoidable challenge in intelligent diagnosis, and extra efforts should be made toward accurate and efficient feature selection.