In electroencephalogram (EEG) signal processing, finding the appropriate information from a dataset has been a big challenge for successful signal classification. The feature selection methods make it possible to solve this problem; however, the method selection is still under investigation to find out which feature can perform the best to extract the most proper features of the signal to improve the classification performance. In this study, we use the genetic algorithm (GA), a heuristic searching algorithm, to find the optimum combination of the feature extraction methods and the classifiers, in the brain-computer interface (BCI) applications. A BCI system can be practical if and only if it performs with high accuracy and high speed alongside each other. In the proposed method, GA performs as a searching engine to find the best combination of the features and classifications. The features used here are Katz, Higuchi, Petrosian, Sevcik, and box-counting dimension (BCD) feature extraction methods. These features are applied to the wavelet subbands and are classified with four classifiers such as adaptive neuro-fuzzy inference system (ANFIS), fuzzy k-nearest neighbors (FKNN), support vector machine (SVM) and linear discriminant analysis (LDA). Due to the huge number of features, the GA optimization is used to find the features with the optimum fitness value (FV). Results reveal that Katz fractal feature estimation method with LDA classification has the best FV. Consequently, due to the low computation time of the first Daubechies wavelet transformation in comparison to the original signal, the final selected methods contain the fractal features of the first coefficient of the detail subbands.