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Accurate and timely crop yield prediction is difficult to achieve due to the nonlinear and dynamic spatial–temporal correlations included during the crop growth process. The latest approaches utilize deep learning techniques to implicitly capture sequential dependencies but fail to consider prior knowledge. In this paper, a novel Knowledge-guided Spatial–Temporal Attention Graph Network (KSTAGE), which incorporates prior knowledge to model dynamic temporal relationships and geospatial topology structures, is proposed. The proposed KSTAGE first utilizes a 3D convolutional neural network (CNN) to embed the initial spectral feature. Following its development, a new Knowledge-guided Temporal Multi-head Attention Algorithm (KTMA), the core of KSTAGE, is applied to automatically generate temporal attention weights from a self-attention mechanism under the guidance of prior knowledge. Furthermore, a new strategy for aligning self-attention scores with the prior distribution is developed. Finally, a location-aware Spatial Attention Graph Network utilizing geospatial knowledge is proposed to aggregate the spatial neighborhood features for the final yield prediction. The experimental results obtained on county-level yield prediction tasks in China and the contiguous United States (CONUS) demonstrate that the proposed KSTAGE achieves obvious improvements over the baselines. [ABSTRACT FROM AUTHOR]