Online chatting is gaining popularity and plays an increasingly significant role in software development. When discussing functionalities, developers might reveal their desired features to other developers. Automated mining techniques towards retrieving feature requests from massive chat messages can benefit the requirements gathering process. But it is quite challenging to perform such techniques because detecting feature requests from dialogues requires a thorough understanding of the contextual information, and it is also extremely expensive on annotating feature-request dialogues for learning. To bridge that gap, we recast the traditional text classification task of mapping single dialog to its class into the task of determining whether two dialogues are similar or not by incorporating few-shot learning. We propose a novel approach, named FRMiner, which can detect feature-request dialogues from chat messages via deep Siamese network. We design a BiLSTM-based dialog model that can learn the contextual information of a dialog in both forward and reverse directions. Evaluation on the real-world projects shows that our approach achieves average precision, recall and F1-score of 88.52%, 88.50% and 88.51%, which confirm that our approach could effectively detect hidden feature requests from chat messages, thus can facilitate gathering comprehensive requirements from the crowd in an automated way.