Multimedia stimulation of brain activities has not only become an emerging field for intensive research, but also achieves important progress in the electroencephalogram (EEG) emotion classification based on brain activities. However, how to make full use of different EEG features and the discriminative local patterns among the features for different emotions is challenging. Existing models ignore the complementarity among the spatial-spectral-temporal features and discriminative local patterns in all features, which limits the classification ability of the models to a certain extent. In this paper, we propose a novel spatial-spectral-temporal based attention 3D dense network, named SST-EmotionNet, for EEG emotion recognition. The main advantage of the SST-EmotionNet is the simultaneous integration of spatial-spectral-temporal features in a unified network framework. Meanwhile, a 3D attention mechanism is designed to adaptively explore discriminative local patterns. Extensive experiments on two real-world datasets demonstrate that the SST-EmotionNet outperforms the state-of-the-art baselines.