Pattern classification has been increasingly used in functional magnetic resonance imaging (fMRI) data analysis. However, the classification performance is restricted by the high dimensional property and noises of the fMRI data. In this paper, a new feature selection method (named as "NMI-F") was proposed by sequentially combining the normalized mutual information (NMI) and fisher discriminant ratio. In NMI-F, the normalized mutual information was firstly used to evaluate the relationships between features, and fisher discriminant ratio was then applied to calculate the importance of each feature involved. Two fMRI datasets (task-related and resting state) were used to test the proposed method. It was found that classification base on the NMI-F method could differentiate the brain cognitive and disease states effectively, and the proposed NMI-F method was prior to the other related methods. The current results also have implications to the future studies.