Even though the classification of cancer tissue samples based on gene expression data has advanced considerably in recent years, it faces great challenges to improve accuracy. One of the challenges is to establish an effective method that can select a parsimonious set of relevant genes. So far, most methods for gene selection in literature focus on screening individual or pairs of genes without considering the possible interactions among genes. Here we introduce a new computational method named the Binary Matrix Shuffling Filter (BMSF). It not only overcomes the difficulty associated with the search schemes of traditional wrapper methods and overfitting problem in large dimensional search space but also takes potential gene interactions into account during gene selection. This method, coupled with Support Vector Machine (SVM) for implementation, often selects very small number of genes for easy model interpretability.