Deep learning models have strong abilities in learning features and they have been successfully applied in hyperspectral images (HSIs). However, the training of most deep learning models requires labeled samples and the collection of labeled samples are labor-consuming in HSI. In addition, single-level features from a single layer are usually considered, which may result in the loss of some important information. Using multiple networks to obtain multi-level features is a solution, but at the cost of longer training time and computational complexity. To solve these problems, a novel unsupervised multi-level feature extraction framework that is based on a three dimensional convolutional autoencoder (3D-CAE) is proposed in this paper. The designed 3D-CAE is stacked by fully 3D convolutional layers and 3D deconvolutional layers, which allows for the spectral-spatial information of targets to be mined simultaneously. Besides, the 3D-CAE can be trained in an unsupervised way without involving labeled samples. Moreover, the multi-level features are directly obtained from the encoded layers with different scales and resolutions, which is more efficient than using multiple networks to get them. The effectiveness of the proposed multi-level features is verified on two hyperspectral data sets. The results demonstrate that the proposed method has great promise in unsupervised feature learning and can help us to further improve the hyperspectral classification when compared with single-level features.