Taking advantaging of the ability to extract high-level features, the algorithms based on deep learning for hyperspectral imagery (HSI) anomaly detection have drawn great attention in recent years. In this paper, we propose a method named spectral-spatial stacked autoencoders based on the bilateral filter (SSSAE-BF). First, the bilateral filter is employed to obtain the derived anomaly components and background components. Second, stacked autoencoders (SAE) are respectively utilized on the derived anomaly component and background component for deep features. Finally, the Reed and Xiaoli detector (RXD) is used on the spectral-spatial features to calculate the detection result. Experiments on two real hyperspectral images demonstrate that the proposed method outperforms the other competitors.