In off-line training of motor imagery-based brain-computer interfaces (BCIs), to enhance the generalization performance of the learned classifier, the local information contained in test data could be used to improve the performance of motor imagery as well. Further considering that the covariance matrices of electroencephalogram (EEG) signal lie on Riemannian manifold, in this paper, we construct a Riemannian graph to incorporate the information of training and test data into processing. The adjacency and weight in Riemannian graph are determined by the geodesic distance of Riemannian manifold. Then, a new graph embedding algorithm, called bilinear regularized locality preserving (BRLP), is derived upon the Riemannian graph for addressing the problems of high dimensionality frequently arising in BCIs. With a proposed regularization term encoding prior information of EEG channels, the BRLP could obtain more robust performance. Finally, an efficient classification algorithm based on extreme learning machine is proposed to perform on the tangent space of learned embedding. Experimental evaluations on the BCI competition and in-house data sets reveal that the proposed algorithms could obtain significantly higher performance than many competition algorithms after using same filter process.