Evolutionary algorithms have received much attention in extracting knowledge on high-dimensional micro-array data, being crucial to their success a suitable definition of the search space of the potential solutions. In this paper, we present an evolutionary approach for selecting informative genes (features) to predict and diagnose cancer. We propose a procedure that combines results of filter methods, which are commonly used in the field of data mining, to reduce the search space where a genetic algorithm looks for solutions (i.e. gene subsets) with better classification performance, being the quality (fitness) of each solution evaluated by a classification method. The methodology is quite general because any classification algorithm could be incorporated as well a variety of filter methods. Extensive experiments on a public micro-array dataset are presented using four popular filter methods and SVM.