The high-dimensional data space generated by hyperspectral sensors introduces challenges for the conventional data analysis techniques. Popular dimensionality reduction techniques usually assume a Gaussian distribution, which may not be in accordance with real life. Metric learning methods, which explore the global data structure of the labeled training samples, have proved to be very efficient in hyperspectral fields. However, we can go further by utilizing locally adaptive decision constraints for the labeled training samples per class to obtain an even better performance. In this paper, we present the locally adaptive dimensionality reduction metric learning (LADRml) method for hyperspectral image classification. The aims of the presented method are: 1) first, to utilize the limited training samples to reduce the dimensionality of data without a certain distribution hypothesis; and 2) second, to better handle data with complex distributions by the use of locally adaptive decision constraints, which can assess the similarity between a pair of samples based on the distance changes before and after metric learning. The experimental results obtained with a number of challenging hyperspectral image datasets demonstrate that the proposed LADRml algorithm outperforms the state-of-the-art dimensionality reduction and metric learning methods.