In machine learning field, feature selection can be treated as a bi-objective optimization problem. It is reported that a decomposition-based evolutionary multi-objective optimization algorithm (i.e., MOEA/D-STAT) has good diversity performance when coping with feature selection. However, feature selection is also a time-consuming problem considering a large dataset it involves. The computation time can be easily reduced by introducing the parallelization into MOEA/D-STAT, thanks to the decomposition idea of MOEA/D. To the best of our knowledge, this is the first attempt to implement the parallelization of MOEA/D-STAT for feature selection. In this paper, we consider both master-slave models and island models, which are two different approaches of parallelization. In the master-slave models, different offspring assignment mechanisms are considered. In the island models, different island size specification mechanisms are examined. Our experimental results show that the master-slave models can achieve higher speedup and better performance than the island models.