The aim of this research was to enhance the classification accuracy of an electronic nose (E-nose) in different detecting applications. During the learning process of the E-nose to predict the types of different odors, the prediction accuracy was not quite satisfying because the raw features extracted from sensors’ responses were regarded as the input of a classifier without any feature extraction processing. Therefore, in order to obtain more useful information and improve the E-nose’s classification accuracy, in this paper, a Weighted Kernels Fisher Discriminant Analysis (WKFDA) combined with Quantum-behaved Particle Swarm Optimization (QPSO), i.e., QWKFDA, was presented to reprocess the original feature matrix. In addition, we have also compared the proposed method with quite a few previously existing ones including Principal Component Analysis (PCA), Locality Preserving Projections (LPP), Fisher Discriminant Analysis (FDA) and Kernels Fisher Discriminant Analysis (KFDA). Experimental results proved that QWKFDA is an effective feature extraction method for E-nose in predicting the types of wound infection and inflammable gases, which shared much higher classification accuracy than those of the contrast methods.