One of the most important techniques in data preprocessing for data mining is feature selection. Real-world data analysis, data mining, classification and modeling problems usually involve a large number of candidate inputs or features. Less relevant or highly correlated features decrease, in general, the classification accuracy, and enlarge the complexity of the classifier. The goal is to find a reduced set of features that reveals the best classification accuracy for a fuzzy classifier. This paper proposes an ant colony optimization (ACO) algorithm for feature selection, which minimizes two objectives: the number of features and the error classification. Two pheromone matrices and two different heuristics are used for each objective. The performance of the method is compared to other features selection methods, revealing higher performance.