Breast cancer is one of the most common and dangerous cancer types in women worldwide. Since it is generally a genetic disease, microarray technology-based cancer prediction is technically significant among lot of diagnosis methods. The microarray gene expression data contains fewer samples with many redundant and noisy genes. It leads to inaccurate diagnose and low prediction accuracy. To overcome these difficulties, this paper proposes an Improved Whale Optimization Algorithm (IWOA) for wrapper based feature selection in gene expression data. The proposed IWOA incorporates modified cross over and mutation operations to enhance the exploration and exploitation of classical WOA. The proposed IWOA adapts multiobjective fitness function, which simultaneously balance between minimization of error rate and feature selection. The experimental analysis demonstrated that, the proposed IWOA with Gradient Boost Classifier (GBC) achieves high classification accuracy of 97.7% with minimum subset of features and also converges quickly for the breast cancer dataset.