•The paper proposes a novel dynamic graph recurrent convolutional neural network model, named Dynamic-GRCNN, to deeply capture the spatio-temporal traffic flow features for more accurately predicting urban passenger traffic flows.•The paper presents incidence dynamic graph structures based on historically passenger traffic flows to model traffic station relationships. Different from existing traffic transportation network topological structures based graph relationships between stations, the incidence dynamic graph structures firstly model the traffic relationships from historical passenger flows.•For real urban passenger traffic flows, the paper demonstrates that dynamic spatial-temporal incidence graphs are more suitable to model external changes and influences.•The paper compares Dynamic-GRCNN with state-of-the-art deep learning approaches on three benchmark datasets which contain different types of passenger traffic flows for evaluation. The results show that Dynamic-GRCNN significantly outperforms all the baselines in both effectiveness and efficiency in urban passenger traffic flows prediction. Accurate and real-time traffic passenger flows forecasting at transportation hubs, such as subway/bus stations, is a practical application and of great significance for urban traffic planning, control, guidance, etc. Recently deep learning based methods are promised to learn the spatial-temporal features from high non-linearity and complexity of traffic flows. However, it is still very challenging to handle so much complex factors including the urban transportation network topological structures and the laws of traffic flows with spatial and temporal dependencies. Considering both the static hybrid urban transportation network structures and dynamic spatial-temporal relationships among stations from historical traffic passenger flows, a more effective and fine-grained spatial-temporal features learning framework is necessary. In this paper, we propose a novel spatial-temporal incidence dynamic graph neural networks framework for urban traffic passenger flows prediction. We first model dynamic traffic station relationships over time as spatial-temporal incidence dynamic graph structures based on historically traffic passenger flows. Then we design a novel dynamic graph recurrent convolutional neural network, namely Dynamic-GRCNN, to learn the spatial-temporal features representation for urban transportation network topological structures and transportation hubs. To fully utilize the historical passenger flows, we sample the short-term, medium-term and long-term historical traffic data in training, which can capture the periodicity and trend of the traffic passenger flows at different stations. We conduct extensive experiments on different types of traffic passenger flows datasets including subway, taxi and bus flows in Beijing. The results show that the proposed Dynamic-GRCNN effectively captures comprehensive spatial-temporal correlations significantly and outperforms both traditional and deep learning based urban traffic passenger flows prediction methods.