With the development of data science, the challenge of high-dimensional data has become increasingly prevalent. High-dimensional data contains a significant amount of redundant information, which can adversely affect the performance and effectiveness of machine learning algorithms. Therefore, it is necessary to select the most relevant features from the raw data and perform feature selection on high-dimensional data. In this paper, a novel filter–wrapper feature selection method based on an improved multi-objective artificial bee colony algorithm (IMOABC) is proposed to address the feature selection problem in high-dimensional data. This method simultaneously considers three objectives: feature error rate, feature subset ratio, and distance, effectively improving the efficiency of obtaining the optimal feature subset on high-dimensional data. Additionally, a novel Fisher Score-based initialization strategy is introduced, significantly enhancing the quality of solutions. Furthermore, a new dynamic adaptive strategy is designed, effectively improving the algorithm’s convergence speed and enhancing its global search capability. Comparative experimental results on microarray cancer datasets demonstrate that the proposed method significantly improves classification accuracy and effectively reduces the size of the feature subset when compared to various traditional and state-of-the-art multi-objective feature selection algorithms. IMOABC improves the classification accuracy by 2.27% on average compared to various multi-objective feature selection methods, while reducing the number of selected features by 88.76% on average. Meanwhile, IMOABC shows an average improvement of 4.24% in classification accuracy across all datasets, with an average reduction of 76.73% in the number of selected features compared to various traditional methods.