The sliding-window-based dynamic functional connectivity networks (SW-D-FCN) derive from resting-state functional Magnetic Resonance Imaging has become an increasingly useful tool in the diagnosis of various neurodegenerative diseases. However, it is still challenging to learn how to extract and select the most discriminative features from SW-D-FCN. Conventionally, existing methods opt to select a single discriminative feature set or concatenate a few more from the SW-D-FCN. However, such reductionist strategies may fail to fully capture the personalized discriminative characteristics contained in each functional connectivity (FC) sequence of the SW-D-FCN. To address this issue, we propose a unit-based personalized fingerprint feature selection (UPFFS) strategy to better capture the most discriminative feature associated with a target disease for each unit. Specifically, we regard the FC sequence between any pair of brain regions of interest (ROIs) is regarded as a unit. For each unit, the most discriminative feature is identified by a specific feature evaluation method and all the most discriminative features are then concatenated together as a feature set for the subsequent classification task. In such a way, the personalized fingerprint feature derived from each FC sequence can be fully mined and utilized in classification decision. To illustrate the effectiveness of the proposed strategy, we conduct experiments to distinguish subjects diagnosed with autism spectrum disorder from normal controls. Experimental results show that the proposed strategy can select relevant discriminative features and achieve superior performance to benchmark methods.