High-dimensional malware datasets often exhibit feature redundancy, instability, and scalability limitations, which hinder the effectiveness and interpretability of machine learning-based malware detection systems. Although feature selection is commonly employed to mitigate these issues, many existing approaches lack robustness when applied to large-scale and heterogeneous malware data. To address this gap, this paper proposes CAFE-GB (Chunk-wise Aggregated Feature Estimation using Gradient Boosting), a scalable feature selection framework designed to produce stable and globally consistent feature rankings for high-dimensional malware detection. CAFE-GB partitions training data into overlapping chunks, estimates local feature importance using gradient boosting models, and aggregates these estimates to derive a robust global ranking. Feature budget selection is performed separately through a systematic k-selection and stability analysis to balance detection performance and robustness. The proposed framework is evaluated on two large-scale malware datasets: BODMAS and CIC-AndMal2020, representing large and diverse malware feature spaces. Experimental results show that classifiers trained on CAFE-GB -selected features achieve performance parity with full-feature baselines across multiple metrics, including Accuracy, F1-score, MCC, ROC-AUC, and PR-AUC, while reducing feature dimensionality by more than 95\%. Paired Wilcoxon signed-rank tests confirm that this reduction does not introduce statistically significant performance degradation. Additional analyses demonstrate low inter-feature redundancy and improved interpretability through SHAP-based explanations. Runtime and memory profiling further indicate reduced downstream classification overhead. Overall, CAFE-GB provides a stable, interpretable, and scalable feature selection strategy for large-scale malware detection.