As an effective strategy for reducing the noisy and redundant information for hyperspectral imagery (HSI), hyperspectral band selection intends to select a subset of original hyperspectral bands, which boosts the subsequent different tasks. In this paper, we introduce a multi-dimensional high-order structure preserved clustering method for hyperspectral band selection, referred to as MHSPC briefly. By regarding original hyperspectral images as a tensor cube, we apply the tensor CP (CANDECOMP/PARAFAC) decomposition on it to exploit the multi-dimensional structural information as well as generate a low-dimensional latent feature representation. In order to capture the local geometrical structure along the spectral dimension, a graph regularizer is imposed on the new feature representation in the lower dimensional space. In addition, since the low rankness of HSIs is an important global property, we utilize a nuclear norm constraint on the latent feature representation matrix to capture the global data structure information. Different to most of previous clustering based hyperspectral band selection methods which vectorize each band as a vector without considering the 2-D spatial information, the proposed MHSPC can effectively capture the spatial structure as well as the spectral correlation of original hyperspectral cube in both local and global perspectives. An efficient alternatively updating algorithm with theoretical convergence guarantee is designed to solve the resultant optimization problem, and extensive experimental results on four benchmark datasets validate the effectiveness of the proposed MHSPC over other state-of-the-arts.