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Hyperspectral remote sensing images (HSIs) have both spectral and spatial characteristics. The adept exploitation of these attributes is central to enhancing the classification accuracy of HSIs. In order to effectively utilize spatial and spectral features to classify HSIs, this paper proposes a method for the spatial feature extraction of HSIs based on a mutually guided image filter (muGIF) and combined with the band-distance-grouped principal component. Firstly, aiming at the problem that previously guided image filtering cannot effectively deal with the inconsistent information structure between the guided and target information, a method for extracting spatial features using muGIF is proposed. Then, aiming at the problem of the information loss caused by a single principal component as a guided image in the traditional GIF-based spatial–spectral classification, a spatial feature-extraction framework based on the band-distance-grouped principal component is proposed. The method groups the bands according to the band distance and extracts the principal components of each set of band subsets as the guide map of the current band subset to filter the HSIs. A deep convolutional neural network model and a generative adversarial network model for the filtered HSIs are constructed and then trained using samples for HSIs' spatial–spectral classification. Experiments show that compared with the traditional methods and several popular spatial–spectral HSI classification methods based on a filter, the proposed methods based on muGIF can effectively extract the spatial–spectral features and improve the classification accuracy of HSIs. [ABSTRACT FROM AUTHOR]