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The identification of subtype-selective GPCR (G-protein coupled receptor) ligands is a challenging task. In this study, we developed a computational protocol to find compounds with 5-HT2BR versus 5-HT1BR selectivity. Our approach employs the hierarchical combination of machine learning methods, docking, and multiple scoring methods. First, we applied machine learning tools to filter a large database of druglike compounds by the new Neighbouring Substructures Fingerprint (NSFP). This two-dimensional fingerprint contains information on the connectivity of the substructural features of a compound. Preselected subsets of the database were then subjected to docking calculations. The main indicators of compounds’ selectivity were their different interactions with the secondary binding pockets of both target proteins, while binding modes within the orthosteric binding pocket were preserved. The combined methodology of ligand-based and structure-based methods was validated prospectively, resulting in the identification of hits with nanomolar affinity and ten-fold to ten thousand-fold selectivities.