Feature selection (FS) is a feasible solution for mitigating high dimensionality problem, and many FS methods have been proposed in the context of software defect prediction (SDP). Moreover, many empirical studies on the impact and effectiveness of FS methods on SDP models often lead to contradictory experimental results and inconsistent findings. These contradictions can be attributed to relative study limitations such as small datasets, limited FS search methods, and unsuitable prediction models in the respective scope of studies. It is hence critical to conduct an extensive empirical study to address these contradictions to guide researchers and buttress the scientific tenacity of experimental conclusions. In this study, we investigated the impact of 46 FS methods using Naive Bayes and Decision Tree classifiers over 25 software defect datasets from 4 software repositories (NASA, PROMISE, ReLink, and AEEEM). The ensuing prediction models were evaluated based on accuracy and AUC values. Scott-KnottESD and the novel Double Scott-KnottESD rank statistical methods were used for statistical ranking of the studied FS methods. The experimental results showed that there is no one best FS method as their respective performances depends on the choice of classifiers, performance evaluation metrics, and dataset. However, we recommend the use of statistical-based, probability-based, and classifier-based filter feature ranking (FFR) methods, respectively, in SDP. For filter subset selection (FSS) methods, correlation-based feature selection (CFS) with metaheuristic search methods is recommended. For wrapper feature selection (WFS) methods, the IWSS-based WFS method is recommended as it outperforms the conventional SFS and LHS-based WFS methods. © 2020 by the authors.