diff --git a/scikits/learn/feature_selection/univ_selection.py b/scikits/learn/feature_selection/univ_selection.py
index 3272c779a0765dbba76140023273489e62e052b5..ee1f59a70b3a0bd8a0117ef25640d8ac6073d5c0 100644
--- a/scikits/learn/feature_selection/univ_selection.py
+++ b/scikits/learn/feature_selection/univ_selection.py
@@ -291,6 +291,11 @@ class UnivSelection(object):
         else:
             return self.estimator.predict(x[:,support_])
 
+    def predict_proba(self, X):
+        self.support_  = self.select_func(self.p_values_, *self.select_args)
+        support_ = self.support_
+        return self.estimator.predict_proba(X[:,support_])
+
 class UnivSelect(object):
 
     def __init__(self, score_func=f_regression,