Cancer remains a significant cause of mortality, and the application of microarray technology has opened new avenues for cancer diagnosis and treatment. However, due to the challenges in sample acquisition, the genetic dimension of microarray data surpasses the sample dimension, resulting in high-dimensional small sample data. Effective feature selection is crucial for identifying biomarkers and facilitating further analysis. However, existing methods struggle to fully exploit the interdependencies among genes, such as regulatory networks and pathways, to guide the feature selection process and construct efficient classification models. In this paper, we propose a novel feature selection algorithm and classification model based on graph neural networks to address these challenges. Our proposed method employs a multidimensional graph to capture intricate gene interactions. We leverage link prediction techniques to enhance the graph structure relationships and employ a multidimensional node evaluator alongside a supernode discovery algorithm based on spectral clustering for initial node filtering. Subsequently, a hierarchical graph pooling technique based on downsampling is used to further refine node selection for feature extraction and model building. We evaluate the proposed method on nine publicly available microarray datasets, and the results demonstrate its superiority over both classical and advanced feature selection techniques in various evaluation metrics. This highlights the effectiveness and advancement of our proposed approach in addressing the complexities associated with microarray data analysis and cancer classification.