Hyperspectral image (HSI) classification faces challenges such as high dimensionality, spectral redundancy, and difficulty in modeling the coupling between spectral and spatial features. Existing methods fail to fully exploit first-order derivatives and frequency domain information, which limits classification performance. To address these issues, this paper proposes a Differential-Frequency Attention-based Band Selection Transformer (DFAST) for HSI classification. Specifically, a Differential-Frequency Attention-based Band Selection Embedding Module (DFASEmbeddings) is designed to extract original spectral, first-order derivative, and frequency domain features via a multi-branch structure. Learnable band selection attention weights are introduced to adaptively select important bands, capture critical spectral information, and significantly reduce redundancy. A 3D convolution and a spectral–spatial attention mechanism are applied to perform fine-grained modeling of spectral and spatial features, further enhancing the global dependency capture of spectral–spatial features. The embedded features are then input into a cascaded Transformer encoder (SCEncoder) for deep modeling of spectral–spatial coupling characteristics to achieve classification. Additionally, learnable attention weights for band selection are outputted for dimensionality reduction. Experiments on several public hyperspectral datasets demonstrate that the proposed method outperforms existing CNN and Transformer-based approaches in classification performance.