Independent and identically distributed (i.i.d) assumptions are commonly used in the machine learning community. However, social media data violate this assumption due to the linkages. Meanwhile, with the variety of data, there exist many samples, i.e., Universum, that do not belong to either class of interest. These characteristics pose great challenges to dealing with social media data. In this letter, we fully take advantage of Universum samples to enable the model to be more discriminative. In addition, the linkages are also taken into consideration in the means of social dimensions. To this end, we propose the algorithm Semi-Supervised Linked samples Feature Selection with Universum (U-SSLFS) to integrate the linking information and Universum simultaneously to select robust features. The empirical study shows that U-SSLFS outperforms state-of-the-art algorithms on the Flickr and BlogCatalog.