Imbalanced classification has drawn considerable attention in the statistics and machine learning literature. Typically, traditional classification methods often perform poorly when a severely skewed class distribution is observed, not to mention under a high‐dimensional longitudinal data structure. Given the ubiquity of big data in modern health research, it is expected that imbalanced classification in disease diagnosis may encounter an additional level of difficulty that is imposed by such a complex data structure. In this article, we propose a nonparametric classification approach for imbalanced data in longitudinal and high‐dimensional settings. Technically, the functional principal component analysis is first applied for feature extraction under the longitudinal structure. The univariate exponential loss function coupled with group LASSO penalty is then adopted into the classification procedure in high‐dimensional settings. Along with a good improvement in imbalanced classification, our approach provides a meaningful feature selection for interpretation while enjoying a remarkably lower computational complexity. The proposed method is illustrated on the real data application of Alzheimer's disease early detection and its empirical performance in finite sample size is extensively evaluated by simulations.