Aiming at the problems that most feature selection algorithms do not fully consider class non-uniform distribution of data, the correlation between features and the influence of different parameters on the feature selection results, a feature selection method for imbalanced data based on neighborhood tolerance mutual information and Whale Optimization Algorithm (WOA) was proposed. Firstly, for the binary and multi-class datasets in incomplete neighborhood decision system, two kinds of feature importances of imbalanced data were defined on the basis of the upper and lower boundary regions. Then, to fully reflect the decision-making ability of features and the correlation between features, the neighborhood tolerance mutual information was developed. Finally, by integrating the feature importance of imbalanced data and the neighborhood tolerance mutual information, a Feature Selection for Imbalanced Data based on Neighborhood tolerance mutual information (FSIDN) algorithm was designed, where the optimal parameters of feature selection algorithm were obtained by using WOA, and the nonlinear convergence factor and adaptive inertia weight were introduced to improve WOA and avoid WOA from falling into the local optimum. Experiments were conducted on 8 benchmark functions, the results show that the improved WOA has good optimization performance; and the experimental results of feature selection on 13 binary and 4 multi-class imbalanced datasets show that the proposed algorithm can effectively select the feature subsets with good classification effect compared with the other related algorithms.