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Convolutional neural networks (CNN) have made significant advances in hyperspectral image (HSI) classification. However, standard convolutional kernel neglects the intrinsic connections between data points, resulting in poor region delineation and small spurious predictions. Furthermore, HSIs have a unique continuous data distribution along the high dimensional spectrum domain - much remains to be addressed in characterizing the spectral contexts considering the prohibitively high dimensionality and improving reasoning capability in light of the limited amount of labelled data. This paper presents a novel architecture which explicitly addresses these two issues. Specifically, we design an architecture to encode the multiple spectral contextual information in the form of spectral pyramid of multiple embedding spaces. In each spectral embedding space, we propose graph attention mechanism to explicitly perform interpretable reasoning in the spatial domain based on the connection in spectral feature space. Experiments on three HSI datasets demonstrate that the proposed architecture can significantly improve the classification accuracy compared with the existing methods.