This chapter describes how ample feature extraction techniques are available for detecting hidden messages in digital images. In the recent years, higher dimensional features are extracted to detect the complex and advanced steganographic algorithms. To improve the precision of steganalysis, many combinations of high dimension feature spaces are used by recent steganalyzers. In this chapter, we present a summary of several methods existing in literature. The aim is to provide a broad introduction to high dimensional features space used so for and to state which the most accurate and best feature extraction methods is.