Spectro-spatial dimensionality reduction in HyperSpectral Images (HSI) classification is a challenging task due to the problem of curse dimensionality, i.e. the high number of spectral bands and the heterogeneity of data. In this context, many dimensionality reduction methods have been developed to overcome the high correlation between bands and the redundancy of information in order to improve the classification accuracy. Most of these methods represent the original HSI as a set of vectors. Therefore, they only exploit spectral properties, neglecting the spatial information, i.e. the spatial rearrangement is lost. To jointly take advantage of spatial and spectral information, HSI has been recently represented as a tensor. In order to preserve the spatial and spectral information, we develop a hybrid method using both the Tensor Locality Preserving Projections method (TLPP) projecting the original data into a lower subspace and the Constrained Band Selection method (CBS) to select the relevant bands. These two methods will be jointly used to get high-level quality classification. Moreover, since the two obtained classifications are uncertain and imprecise, we propose to fuse them using the Dempster-Shafer's Theory (DST) to obtain an accurate classification preserving the spectro-spatial information. The proposed approach has been applied on real HSI showing its efficiency compared with conventional dimensionality reduction methods.