Feature selection is a crucial data preprocessing technique extensively employed in machine learning and image processing. However, feature selection encounters significant challenges when addressing high-dimensional data due to the huge and discrete decision space. This paper proposes a hierarchical learning multi-objective firefly algorithm (HMOFA) for solving the feature selection task in high-dimensional data. The main contributions are as follows: 1) Features are clustered based on the evaluation of multiple metrics, which are used to initialize the population and improve the quality of the initial population; 2) A hierarchy-guided learning model is proposed, where individuals move toward superior solutions while moving away from inferior solutions, avoiding the oscillation phenomenon that occurs under the full attraction model, and reducing the likelihood of the population being trapped in a local optimum; 3) Use duplicate solution modification mechanism to reduce the number of duplicate individuals in the population. The proposed method is compared with 8 competitive feature selection methods using 15 datasets, and the results demonstrate that HMOFA can achieve higher classification accuracy while selecting fewer features.