Deep learning techniques have brought in revolutionary achievements for feature learning of images. In this paper, a novel structure of 3-Dimensional Convolutional AutoEncoder (3D-CAE) is proposed for hyperspectral spatial-spectral feature learning, in which the spatial context is considered by constructing a 3-Dimensional input using pixels in a spatial neighborhood. All the parameters involved in the 3D-CAE are trained without the need of labeled training samples such that feature learning is conducted in an unsupervised fashion. Such unsupervised spatial-spectral feature extraction is also extended to different images from the same sensor to learn sensor-specific features. As a result, spatial-spectral features of hyperspectral images are extracted for a specific sensor under an unsupervised manner. Experimental results on several benchmark hyperspectral datasets have demonstrated that our proposed 3D-CAE are very effective in extracting sensor-specific spatial-spectral features and outperform several state-of-the-art deep learning neural networks in classification application.