Knowledge discovery from spatial data is essential for many important societal applications including crop monitoring, solar energy estimation, traffic prediction and public health. This paper aims to tackle a key challenge posed by spatial data – the intrinsic spatial heterogeneity commonly embedded in their generation processes – in the context of deep learning. In related work, the early rise of convolutional neural networks showed the promising value of explicit spatial-awareness in deep architectures (i.e., preservation of spatial structure among input cells and the use of local connection). However, the issue of spatial heterogeneity has not been sufficiently explored. While recent developments have tried to incorporate awareness of spatial variability (e.g., SVANN), these methods either rely on manually-defined space partitioning or only support very limited partitions (e.g., two) due to reduction of training data. To address these limitations, we propose a Spatial-Net to simultaneously learn a space-partitioning scheme and a deep network architecture with a Significance-based Grow-and-Collapse (SIG-GAC) framework. SIG-GAC allows collaborative training between partitions and uses an exponential reduction tree to control the network size. Experiments using real-world datasets show that Spatial-Net can automatically learn the pattern underlying heterogeneous spatial process and greatly improve model performance.