Nowadays, with emerge the multi-label datasets, the multi-label learning processes attracted interest and increasingly applied to different fields. In such learning processes, unlike single-label learning, instances have more than one class label simultaneously. Also, multi-label learning suffers from the curse of dimensionality, and thus, the feature selection becomes a difficult task. In this paper, we propose a novel multi-label relevance–redundancy feature selection method based on Ant colony optimization (ACO) for the first time, called MLACO. By introducing two unsupervised and supervised heuristic functions, MLACO tries to search in the features space to find the most promising features with the lowest redundancy (unsupervised) and highest relevancy with class labels (supervised) through several iterations. For speeding up the convergence of the algorithm, the normalized cosine similarity between features and class labels have been used as the initial pheromone of each ant. The proposed method does not take into account any learning algorithm, and it can be classified as a filter-based method. We compare the performance of the MLACO against five well-known and state-of-the-art feature selection methods using ML-KNN classifier. The experimental results on several frequently used datasets show the superiority of the MLACO in different multi-label evaluation measures criteria and runtime.