Feature selection and instance selection are dual operations on a data matrix. Feature selection aims at selecting a subset of relevant and informative features from original feature space, while instance selection at identifying a subset of informative and representative instances. Most of previous studies address these two problems separately, such that irrelevant features (resp. outliers) may mislead the process of instance (resp. feature) selection. In this paper, we address the problem by doing feature and instance selection simultaneously. We propose a novel unified framework, which chooses instances and features simultaneously, such that 1)all the data can be reconstructed from the selected instances and features and 2) the global structure which is characterized by the sparse reconstruction coefficient is preserved. Experimental results on several benchmark data sets demonstrate the effectiveness of our proposed method.