A discrete wavelet transform (DWT) extracts meaningful information in a time-frequency domain and is a favorable feature extraction approach from pulse-like responses in large pulse voltammetry (LAPV) electronic tongues (e-tongue). A regular DWT generates lots of coefficients to describe signal details and approximations at different scales. Thus, coefficient selection is necessary to reduce the feature size. However, the common DWT-based feature selection follows a passive mode: manipulation through human experience or exhaustive trials. It is subjective, time consuming, and barely works in nonlaboratory conditions. In this paper, we present an active feature selection strategy consisting of a dispersion ratio computation and optimal searching search. To evaluate the performance of the proposed method, we prepared several beverage samples and performed experiments with a LAPV e-tongue. Meanwhile, the features of raw response, peak-inflection point, referenced DWT method, and our proposed method were presented to indicate the effects of the refined features of the proposed method. Furthermore, we utilized several classifiers such as the k-nearest neighbor (k-NN), support vector machine (SVM), and random forest (RF) to evaluate the improvement of recognition by the refined features. Compared with other regular feature extraction methods, the proposed method can automatically explore high-quality features with an acceptable feature size. Moreover, the highest average accuracy was achieved by the proposed method for each classifier. It is an alternative feature extraction approach for a LAPV e-tongue without any manipulation in real applications.