Feature extraction is very difficult for handwritten Chinese character because of large Chinese characters set, complex structure and very large shape variations. The recognition rate by currently used feature extraction methods is far from the requirements of the people. For this problem, a new supervised independent component analysis (SICA) algorithm based on J-divergence entropy is proposed for feature extraction, which can measure the difference between different categories. The scheme takes full advantage of good extraction local features capability and powerful capability to handle data with non-Gaussian distribution by ICA, and the extracted feature component and classification can be tightly combined. The experiments show that the feature extraction method based on SICA is superior to that of gradient-based and that of ICA.