Deep learning models have been widely used in hyperspectral images classification. However, the classification results are not satisfactory when the number of training samples is small. Focused on above-mentioned problem, a novel Two-stage Multi-dimensional Convolutional Stacked Autoencoder (TMC-SAE) model is proposed for hyperspectral images classification. The proposed model is composed of two sub-models SAE-1 and SAE-2. The SAE-1 is a 1D autoencoder with asymmetric structre based on full connection layers and 1D convolution layers to reduce spectral dimensionality. The SAE-2 is a hybrid autoencoder composed of 2D and 3D convolution operations to extract spectral-spatial features from the reduced dimensionality data by SAE-1. The SAE-1 is trained with raw data by unsupervised learning and the encoder of SAE-1 is employed to reduce spectral dimensionality of raw data. The data after dimension reduction is used to train the SAE-2 by unsupervised learning. The fine-tuning of SAE-2 encoder and the training of classifier are implemented simultaneously with small number of samples by supervised learning. Comparative experiments are performed on three widely used hyperspectral remote sensing data. The extensive comparative experiments demonstrate that the proposed architecture can effectively extract deep features and maintain high classification accuracy with small number of training samples.