Aerial image classification is of great significance in the remote sensing community, and many researches have been conducted over the past few years. Among these studies, most of them focus on categorizing an image into one semantic label, while in the real world, an aerial image is often associated with multiple labels, e.g., multiple object-level labels in our case. Besides, a comprehensive picture of present objects in a given high-resolution aerial image can provide a more in-depth understanding of the studied region. For these reasons, aerial image multi-label classification has been attracting increasing attention. However, one common limitation shared by existing methods in the community is that the co-occurrence relationship of various classes, so-called class dependency, is underexplored and leads to an inconsiderate decision. In this paper, we propose a novel end-to-end network, namely class-wise attention-based convolutional and bidirectional LSTM network (CA-Conv-BiLSTM), for this task. The proposed network consists of three indispensable components: (1) a feature extraction module, (2) a class attention learning layer, and (3) a bidirectional LSTM-based sub-network. Particularly, the feature extraction module is designed for extracting fine-grained semantic feature maps, while the class attention learning layer aims at capturing discriminative class-specific features. As the most important part, the bidirectional LSTM-based sub-network models the underlying class dependency in both directions and produce structured multiple object labels. Experimental results on UCM multi-label dataset and DFC15 multi-label dataset validate the effectiveness of our model quantitatively and qualitatively.