Perovskite materials have been one of the most important research objects in materials science due to their excellent photoelectric properties as well as correspondingly complex structures. Machine learning (ML) methods have been playing an important role in the design and discovery of perovskite materials, while feature selection as a dimensionality reduction method has occupied a crucial position in the ML workflow. In this review, we introduced the recent advances in the applications of feature selection in perovskite materials. First, the development tendency of publications about ML in perovskite materials was analyzed, and the ML workflow for materials was summarized. Then the commonly used feature selection methods were briefly introduced, and the applications of feature selection in inorganic perovskites, hybrid organic-inorganic perovskites (HOIPs), and double perovskites (DPs) were reviewed. Finally, we put forward some directions for the future development of feature selection in machine learning for perovskite material design.