Label Distribution Learning (LDL) addresses label ambiguity in datasets but struggles with high-dimensional data due to irrelevant features. Label Distribution Feature Selection (LDFS) methods can effectively unravel the issues, but they often overlook the advantages of utilizing hierarchical relationships among data, which can improve feature discriminability. Furthermore, these methods inadequately consider the granulation process, directly affecting the important features’ identification. To overcome these challenges, this study proposes a novel LDFS approach incorporating hierarchical structures and neighborhood granularity. Our algorithm proceeds in three stages: initially, it forms a multi-granular representation of data to reveal hierarchical relationships; subsequently, in the granulation process, it employs a variable precision rough set model, leveraging neighborhood granularity for a nuanced feature relevance assessment; and finally, it synthesizes these findings via a fusion strategy, culminating in a hierarchical feature ranking. Extensive experiments are conducted on thirteen benchmark datasets against five different algorithms in terms of six evaluation metrics. The results show that our method outperforms competitors in about 80% of the cases, demonstrating its effectiveness and generalization.