diff --git a/sklearn/feature_selection/__init__.py b/sklearn/feature_selection/__init__.py
index fbb8f54350630..1a9b6fb5e9c7b 100644
--- a/sklearn/feature_selection/__init__.py
+++ b/sklearn/feature_selection/__init__.py
@@ -2,6 +2,10 @@
 
 These include univariate filter selection methods and the recursive feature elimination
 algorithm.
+
+For an example of univariate feature selection for
+improving the classification of a noisy dataset see
+:ref:`sphx_glr_auto_examples_feature_selection_plot_feature_selection.py`
 """
 
 # Authors: The scikit-learn developers