Accurate segmentation of brainstem nuclei (red nucleus and substantia nigra) is very important in various neuroimaging applications such as deep brain stimulation and the investigation of imaging biomarkers for Parkinson’s disease (PD). Due to iron deposition during aging, image contrast in the brainstem is very low in Magnetic Resonance (MR) images. Hence, the ambiguity of patch-wise similarity makes the recently successful multi-atlas patch-based label fusion methods have difficulty to perform as competitive as segmenting cortical and sub-cortical regions from MR images. To address this challenge, we propose a novel multi-atlas brainstem nuclei segmentation method using deep hyper-graph learning. Specifically, we achieve this goal in three-fold. First, we employ hyper-graph to combine the advantage of maintaining spatial coherence from graph-based segmentation approaches and the benefit of harnessing population priors from multi-atlas based framework. Second, besides using low-level image appearance, we also extract high-level context features to measure the complex patch-wise relationship. Since the context features are calculated on a tentatively estimated label probability map, we eventually turn our hyper-graph learning based label propagation into a deep and self-refining model. Third, since anatomical labels on some voxels (usually located in uniform regions) can be identified much more reliably than other voxels (usually located at the boundary between two regions), we allow these reliable voxels to propagate their labels to the nearby difficult-to-label voxels. Such hierarchical strategy makes our proposed label fusion method deep and dynamic. We evaluate our proposed label fusion method in segmenting substantia nigra (SN) and red nucleus (RN) from 3.0 T MR images, where our proposed method achieves significant improvement over the state-of-the-art label fusion methods.