Ranking is an essential part of information retrieval(IR) tasks such as Web search. Nowadays there are hundreds of features for ranking. So learning to rank(LTR), an interdisciplinary field of IR and machine learning(ML), has attracted increasing attention. Those features used in the IR are not always independent from each other, hence the feature selection, an important issue in ML, should be paid attention to for LTR. However, the state-of-the-art LTR approaches merely analyze the connection among the features from the aspects of feature selection. In this paper, we propose a hierarchical feature selection strategy containing 2 phases for ranking and learn ranking functions. The experimental results show that ranking functions based on the selected feature subset significantly outperform the ones based on all features.