Feature selection can be seen as a multi-objective task, where the goal is to select a subset of features that exhibit minimal correlation among themselves while maximizing their correlation with the target label. Multi-objective particle swarm optimization algorithm (MOPSO) has been extensively utilized for feature selection and has achieved good performance. However, most MOPSO-based feature selection methods are random and lack knowledge guidance in the initialization process, ignoring certain valuable prior information in the feature data, which may lead to the generated initial population being far from the true Pareto front (PF) and influence the population’s rate of convergence. Additionally, MOPSO has a propensity to become stuck in local optima during the later iterations. In this paper, a novel feature selection method (fMOPSO-FS) is proposed. Firstly, with the aim of improving the initial solution quality and fostering the interpretability of the selected features, a novel initialization strategy that incorporates prior information during the initialization process of the particle swarm is proposed. Furthermore, an adaptive hybrid mutation strategy is proposed to avoid the particle swarm from getting stuck in local optima and to further leverage prior information. The experimental results demonstrate the superior performance of the proposed algorithm compared to the comparison algorithms. It yields a superior feature subset on nine UCI benchmark datasets and six gene expression profile datasets.