Hyperspectral (HS) pansharpening, which fuses the HS image with a high spatial resolution panchromatic (PAN) image, provides a good solution to overcome the limitation of HS imaging devices. However, most existing convolutional neural network (CNN)-based methods are hard to understand and lack interpretability due to the black-box design. In this Letter, we propose a multi-level spatial details cross-extraction and injection network (MSCIN) for HS pansharpening, which introduces the mature multi-resolution analysis (MRA) technology to the neural network. Following the general idea of MRA, the proposed MSCIN divides the pansharpening process into details extraction and details injection, in which the missing details and the injection gains are estimated by two specifically designed interpretable sub-networks. Experimental results on two widely used datasets demonstrate the superiority of the proposed method.