Mel Frequency Cepstral Coefficient is an efficient feature representation method for extracting human-audible audio signals. However, its representation of features is large and redundant. Therefore, feature selection is required to select the optimal subset of Mel Frequency Cepstral Coefficient features. The performance of two types of feature selection techniques; Orthogonal Least Squares and F-ratio for selecting Mel Frequency Cepstral Coefficient features of infant cry with asphyxia was examined. OLS selects the feature subset based on their contribution to the reduction of error, while F-Ratio selects them according to their discriminative abilities. The feature selection techniques were combined with Multilayer Perceptron to distinguish between asphyxiated infant cry and normal cry signals. The performance of the feature selection methods was examined by analysing the Multilayer Perceptron classification accuracy resulted from the combination of the feature selection techniques and Multilayer Perceptron. The results indicate that Orthogonal Least Squares is the most suitable feature selection method in classifying infant cry with asphyxia since it produces the highest classification accuracy. © 2017 Institute of Advanced Engineering and Science. All rights reserved.