Owing to the complex environment of hyperspectral image (HSI) collecting area, it is difficult to obtain an extensive number of labeled samples for HSI. Recently, many few-shot learning (FSL) algorithms based on convolutional neural network (CNN) have been employed for HSI classification in the scenery of small-scale training samples. However, a CNN-based model is unsuitable for modeling the spatial-spectral information with long-range dependency. The transformer has proved its superiority in modeling the long-range dependency. Inspired by this, an improved spatial-spectral transformer for HSI few-shot classification (HFC-SST) is proposed to deeply extract the local spatial-spectral information with only a few labeled samples. The contribution of this letter is twofold. First, a local spatial-spectral sequence generation method based on spatial-spectral correlation analysis and adjacent position information is proposed to generate the input sequence for transformer. Second, a local spatial-spectral feature extraction network based on the transformer is proposed to further exploit the spatial-spectral feature information on the input sequence. Experimental results on HFC with four datasets confirm that our proposed HFC-SST algorithm can achieve higher classification accuracy than the traditional CNN algorithms and the HSI FSL algorithms.