Various evolutionary computation algorithms have shown their excellent performance for high-dimensional feature selection (FS). However, most of current FS methods choose a global feature subset and ignore the correlations between feature subsets and sample subspaces, which limits the performance of methods in the sample space with different probability distributions. To solve the issue, we propose a two-stage clonal selection algorithm for filter-based local feature selection (TSCSA-LFS) that integrates symmetric uncertainty and a discrete clonal selection algorithm with three contributions. First, unlike conventional feature selection methods, TSCSA-LFS introduces local sample behaviors and assigns subsets of features for different sample regions. Second, an improved discrete clonal selection algorithm is developed for searching relevant features, which contains mutual information-based individual initialization, a differential evolution-based mutation strategy pool and a local search technique. Third, a two-part antibody representation is employed for automatical adjustment of the weight-related parameter. Our method shows the promising experimental results compared with well-known global FS and clonal selection-based local FS methods on fourteen high-dimensional datasets. For instance, our method can obviously outperform local FS, filter-based and hybrid methods on at least nine datasets