Acute Kidney Injury (AKI) is a common complication encountered among hospitalized patients, imposing significantly increased cost, morbidity, and mortality. Early prediction of AKI has profound clinical implications because currently no treatment exists for AKI once it develops. Feature selection (FS) is an essential process for building accurate and interpretable prediction models, but to our best knowledge no study has investigated the robustness and applicability of such selection process for AKI. In this study, we compared eight widely-applied FS methods for AKI prediction using nine-years of electronic medical records (EMR) and examined heterogeneity in feature rankings produced by the methods. FS methods were compared in terms of stability with respect to data sampling variation, similarity between selection results, and AKI prediction performance. Prediction accuracy did not intrinsically guarantee the feature ranking stability. Across different FS methods, the prediction performance did not change significantly, while the importance rankings of features were quite different. A positive correlation was observed between the complexity of suitable FS method and sample size. This study provides several practical implications, including recognizing the importance of feature stability as it is desirable for model reproducibility, identifying important AKI risk factors for further investigation, and facilitating early prediction of AKI.