Mass spectrometry imaging (MSI) provides valuable insights into metabolic heterogeneity by capturing in situ molecular profiles within organisms. One challenge of MSI heterogeneity analysis is performing an objective segmentation to differentiate the biological tissue into distinct regions with unique characteristics. However, current methods struggle due to the insufficient incorporation of biological context and high computational demand. To address these challenges, a novel deep learning-based approach is proposed, GraphMSI, which integrates metabolic profiles with spatial information to enhance MSI data analysis. Our comparative results demonstrate GraphMSI outperforms commonly used segmentation methods in both visual inspection and quantitative evaluation. Moreover, GraphMSI can incorporate partial or coarse biological contexts to improve segmentation results and enable more effective three-dimensional MSI segmentation with reduced computational requirements. These are facilitated by two optional enhanced modes: scribble-interactive and knowledge-transfer. Numerous results demonstrate the robustness of these two modes, ensuring that GraphMSI consistently retains its capability to identify biologically relevant sub-regions in complex practical applications. It is anticipated that GraphMSI will become a powerful tool for spatial heterogeneity analysis in MSI data.