Mobility support in IEEE 802.11 networks is a challenging issue. Recently, a new scheme, called proactive neighbor caching (PNC), was proposed and adopted as an IEEE standard. The PNC scheme introduces a neighbor graph, which dynamically captures the mobility topology of a wireless network for pre-positioning the context of a mobile host (MH). However, the PNC scheme may result in a significant signaling overhead because the MH's context is propagated to all neighbor access points (APs). We propose a selective neighbor caching (SNC) scheme, which propagates an MH's context to only the selected neighbor APs considering handoff frequencies between APs. When the context transfer is needed, neighbor APs with handoff probabilities equal to or higher than a predefined threshold value are selected. We also derive an optimal threshold value when the target cache hit probability is given. Simulation results reveal that the SNC scheme significantly reduces the signaling overhead while guaranteeing a comparable cache hit probability compared to the PNC scheme.