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Few-Shot classification aims at solving problems that only a few samples are available in the training process. Due to the lack of samples, researchers generally employ a set of training tasks from other domains to assist the target task, where the distribution between assistant tasks and the target task is usually different. To reduce the distribution gap, several lines of methods have been proposed, such as data augmentation and domain alignment. However, one common drawback of these algorithms is that they ignore the similarity task selection before training. The fundamental problem is to push the auxiliary tasks close to the target task. In this paper, we propose a novel task selecting algorithm, named Optimal Transport Task Selecting (OTTS), to construct a training set by selecting similar tasks for Few-Shot learning. Specifically, the OTTS measures the task similarity by calculating the optimal transport distance and completes the model training via a self-supervised strategy. By utilizing the selected tasks with OTTS, the training process of Few-Shot learning become more stable and effective. Other proposed methods including data augmentation and domain alignment can be used in the meantime with OTTS. We conduct extensive experiments on a variety of datasets, including MiniImageNet, CIFAR, CUB, Cars, and Places, to evaluate the effectiveness of OTTS. Experimental results validate that our OTTS outperforms the typical baselines, i.e., MAML, matchingnet, protonet, by a large margin (averagely 1.72\% accuracy improvement).