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Given increased complex data with high dimensions, feature selection aims to select a subset of features to increase the efficiency of machine learning. This paper proposes a new feature selection method based on membrane computing. The proposed method has two main advantages. First, it provides a new solution to search for feature combinations while requiring no model construction (which is time-consuming) to evaluate a feature subset. Second, feature selection is embedded in a membrane clustering algorithm, which is designed to enable searching for the best feature subset and finding active cluster centres at the same time. The designed clustering algorithm mimics the behavior of multiple cells and it has stronger global search ability than existing evolutionary algorithms. The efficacy of the proposed method has been shown by the evaluation of a set of benchmark data sets.