Personalized Session-based recommendation (PSBR) is a general and challenging task in the real world, aiming to recommend a session’s next clicked item based on the session’s item transition information and the corresponding user’s historical sessions. A session is defined as a sequence of interacted items during a short period. The PSBR problem has a natural hierarchical architecture in which each session consists of a series of items, and each user owns a series of sessions. However, the existing PSBR methods can merely capture the pairwise relation information within items and users. To effectively capture the hierarchical information, we propose a novel hierarchical hypergraph neural network to model the hierarchical architecture. Moreover, considering that the items in sessions are sequentially ordered, while the hypergraph can only model the set relation, we propose a directed graph aggregator (DGA) to aggregate the sequential information from the directed global item graph. By attentively combining the embeddings of the above two modules, we propose a framework dubbed H3GNN (Hybrid Hierarchical HyperGraph Neural Network). Extensive experiments on three benchmark datasets demonstrate the superiority of our proposed model compared to the state-of-the-art methods, and ablation experiment results validate the effectiveness of all the proposed components.