Whale optimization algorithm is one of the recent nature-inspired optimization technique based on the behavior of bubble-net hunting strategy. In this paper, a novel binary version of whale optimization algorithm (bWOA) is proposed to select the optimal feature subset for dimensionality reduction and classifications problem. The new approach is based on a sigmoid transfer function (S-shape). By dealing with the feature selection problem, a free position of the whale must be transformed to their corresponding binary solutions. This transformation is performed by applying an S-shaped transfer function in every dimension that defines the probability of transforming the position vectors’ elements from 0 to 1 and vice versa and hence force the search agents to move in a binary space. K-NN classifier is applied to ensure that the selected features are the relevant ones. A set of criteria are used to evaluate and compare the proposed bWOA-S with the native one over eleven different datasets. The results proved that the new algorithm has a significant performance in finding the optimal feature.