Deep neural networks have led to a series of breakthroughs in computer vision given sufficient annotated training datasets. For novel tasks with limited labeled data, the prevalent approach is to transfer the knowledge learned in the pre-trained models to the new tasks by fine-tuning. Classic model fine-tuning utilizes the fact that well trained neural networks appear to learn cross domain features. These features are treated equally during transfer learning. In this paper, we explore the impact of feature selection in model fine-tuning by introducing a transfer module, which assigns weights to features extracted from pre-trained models. The proposed transfer module proves the importance of feature selection for transferring models from source to target domains. It is shown to significantly improve upon fine-tuning results with only marginal extra computational cost. We also incorporate an auxiliary classifier as an extra regularizer to avoid over-fitting. Finally, we build a Gated Transfer Network (GTN) based on our transfer module and achieve state-of-the-art results on six different tasks.