Recurrent neural networks (RNNs) have recently achieved remarkable successes in a number of applications. However, the huge sizes and computational burden of these models make it difficult for their deployment on edge devices. A practically effective approach is to reduce the overall storage and computation costs of RNNs by network pruning techniques. Despite their successful applications, those pruning methods based on Lasso either produce irregular sparse patterns in weight matrices, which is not helpful in practical speedup. To address these issues, we propose a structured pruning method through neuron selection which can remove the independent neuron of RNNs. More specifically, we introduce two sets of binary random variables, which can be interpreted as gates or switches to the input neurons and the hidden neurons, respectively. We demonstrate that the corresponding optimization problem can be addressed by minimizing the L norm of the weight matrix. Finally, experimental results on language modeling and machine reading comprehension tasks have indicated the advantages of the proposed method in comparison with state-of-the-art pruning competitors. In particular, nearly 20× practical speedup during inference was achieved without losing performance for the language model on the Penn TreeBank dataset, indicating the promising performance of the proposed method.