In brain-computer interface (BCI), feature extraction is the key to the accuracy of recognition. There is important local structural information in the EEG signals, which is effective for classification; and this locality of EEG features not only exists in the spatial channel position but also exists in the frequency domain. In order to retain sufficient spatial structure and frequency information, we use one-versus-rest filter bank common spatial patterns (OVR-FBCSP) to preprocess the data and extract preliminary features. On this basis, we conduct research and discussion on feature extraction methods. One-dimensional feature extraction methods like linear discriminant analysis (LDA) may destroy this kind of structural information. Traditional manifold learning methods or two-dimensional feature extraction methods cannot extract both types of information at the same time. We introduced the bilinear structure and matrix-variate Gaussian model into two-dimensional discriminant locality preserving projection (2DDLPP) algorithm and decompose EEG signals into spatial and spectral parts. Afterwards, the most discriminative features were selected through a weight calculation method. We tested the method on BCI competition data sets 2a, data sets IIIa, and data sets collected by our laboratory, and the results were expressed in terms of recognition accuracy. The cross-validation results were 75.69%, 70.46%, and 54.49%, respectively. The average recognition accuracy of new method is improved by 7.14%, 7.38%, 4.86%, and 3.8% compared to those of LDA, two-dimensional linear discriminant analysis (2DLDA), discriminant locality property projections (DLPP), and 2DDLPP, respectively. Therefore, we consider that the proposed method is effective for EEG classification.