This paper proposes a Nested Sliding Window (NSW) method based on the correlation between pixel vectors, which can extract spatial information from the hyperspectral image (HSI) and reconstruct the original data. In the NSW method, the neighbourhood window constructed with the target pixel as the centre contains relevant pixels that are spatially adjacent to the target pixel. In the neighbourhood window, a nested sliding sub-window contains the target pixel and a part of the relevant pixels. The optimal sub-window position is determined according to the average value of the Pearson correlation coefficients of the target pixel and the relevant pixels, and the target pixel can be reconstructed by using the pixels and the corresponding correlation coefficients in the optimal sub-window. By combining NSW with Principal Component Analysis (PCA) and Support Vector Machine (SVM), a classification model, namely NSW-PCA-SVM, is obtained. This paper conducts experiments on three public datasets, and verifies the effectiveness of the proposed model by comparing with two basic models, i.e., SVM and PCA-SVM, and six state-of-the-art models, i.e., CDCT-WF-SVM, CDCT-2DCT-SVM, SDWT-2DWT-SVM, SDWT-WF-SVM, SDWT-2DCT-SVM and Two-Stage. The proposed approach has the following advantages in overall accuracy (OA)—take the experimental results on the Indian Pines dataset as an example: (1) Compared with SVM (OA = 53.29%) and PCA-SVM (OA = 58.44%), NSW-PCA-SVM (OA = 91.40%) effectively utilizes the spatial information of HSI and improves the classification accuracy. (2) The performance of the proposed model is mainly determined by two parameters, i.e., the window size in NSW and the number of principal components in PCA. The two parameters can be adjusted independently, making parameter adjustment more convenient. (3) When the sample size of the training set is small (20 samples per class), the proposed NSW-PCA-SVM approach achieves 2.38–18.40% advantages in OA over the six state-of-the-art models.