In multi-dimensional classification (MDC), the semantics of objects are characterized by multiple class spaces from different dimensions. Most MDC approaches try to explicitly model the dependencies among class spaces in output space. In contrast, the recently proposed feature augmentation strategy, which aims at manipulating feature space, has also been shown to be an effective solution for MDC. However, existing feature augmentation approaches only focus on designing holistic augmented features to be appended with the original features, while better generalization performance could be achieved by exploiting multiple kinds of augmented features. In this paper, we propose the selective feature augmentation strategy that focuses on synergizing multiple kinds of augmented features. Specifically, by assuming that only part of the augmented features is pertinent and useful for each dimension′s model induction, we derive a classification model which can fully utilize the original features while conduct feature selection for the augmented features. To validate the effectiveness of the proposed strategy, we generate three kinds of simple augmented features based on standard kNN, weighted kNN, and maximum margin techniques, respectively. Comparative studies show that the proposed strategy achieves superior performance against both state-of-the-art MDC approaches and its degenerated versions with either kind of augmented features.