Hyperspectral anomaly detection is an important unsupervised binary classification problem that aims to effectively distinguish between background and anomalies in hyperspectral images (HSIs). In recent years, methods based on low-rank tensor representations have been proposed to decompose HSIs into low-rank background and sparse anomaly tensors. However, current methods neglect the low-rank information in the spatial dimension and rely heavily on the background information contained in the dictionary. Furthermore, these algorithms show limited robustness when the dictionary information is missing or corrupted by high level noise. To address these problems, we propose a novel method called multi-dimensional low-rank (MDLR) for HSI anomaly detection. It first reconstructs three background tensors separately from three directional slices of the background tensor. Then, weighted schatten p-norm minimization is employed to enforce the low-rank constraint on the background tensor, and LF,1-norm regularization is used to describe the sparsity in the anomaly tensor. Finally, a well-designed alternating direction method of multipliers (ADMM) is employed to effectively solve the optimization problem. Extensive experiments on four real-world datasets show that our approach outperforms existing anomaly detection methods in terms of accuracy.