Context: Multi-label classification concerns classification with multi-dimensional output. The Classifier Chain breaks the multi-label problem into multiple binary classification problems, chaining the classifiers to exploit dependencies between labels. Consequently, its performance is influenced by the chain's order. Approaches to finding advantageous chain orders have been proposed, though they are typically costly. Objectives: This study explored the use of filter model feature selection techniques to order Classifier Chains. It examined how feature selection techniques can be adapted to evaluate label dependence, how such information can be used to select a chain order and how this affects the classifier's performance and execution time. Methods: An experiment was performed to evaluate the proposed approach. The two proposed algorithms, Forward-Oriented Chain Selection (FOCS) and Backward-Oriented Chain Selection (BOCS), were tested with three different feature evaluators. 10-fold cross-validation was performed on ten benchmark datasets. Performance was measured in accuracy, 0/1 subset accuracy and Hamming loss. Execution time was measured during chain selection, classifier training and testing. Results: Both proposed algorithms led to improved accuracy and 0/1 subset accuracy (Friedman & Hochberg, p < 0.05). FOCS also improved the Hamming loss while BOCS did not. Measured effect sizes ranged from 0.20 to 1.85 percentage points. Execution time was increased by less than 3 % in most cases. Conclusions: The results showed that the proposed approach can improve the Classifier Chain's performance at a low cost. The improvements appear similar to comparable techniques in magnitude but at a lower cost. It shows that feature selection techniques can be applied to chain ordering, demonstrates the viability of the approach and establishes FOCS and BOCS as alternatives worthy of further consideration.