Breast cancer is the most common type of cancer occurring mostly in females. In recent years, many researchers have devoted to automate diagnosis of breast cancer by developing different machine learning model. However, the quality and quantity of feature in breast cancer diagnostic dataset have significant effect on the accuracy and efficiency of predictive model. Feature selection is effective method for reducing the dimensionality and improving the accuracy of predictive model. The use of feature selection is to determine feature required for training model and to remove irrelevant and duplicate feature. Duplicate feature is a feature that is highly correlated to another feature. The objective of this study is to conduct experimental research on three different feature selection methods for breast cancer prediction. Sequential, embedded and chi-square feature selection are implemented using breast cancer diagnostic dataset. The study compares the performance of sequential embedded and chi-square feature selection on test set. The experimental result evidently shows that sequential feature selection outperforms as compared to chi-square (X2) statistics and embedded feature selection. Overall, sequential feature selection achieves better accuracy of 98.3% as compared to chi-square (X2) statistics and embedded feature selection.