Multi-graph clustering aims to improve clustering accuracy by leveraging information from different domains, which has been shown to be extremely effective for achieving better clustering results than single graph based clustering algorithms. Despite the previous success, existing multi-graph clustering methods mostly use shallow models, which are incapable to capture the highly non-linear structures and the complex cluster associations in multi-graph, thus result in sub-optimal results. Inspired by the powerful representation learning capability of neural networks, in this paper, we propose an end-to-end deep learning model to simultaneously infer cluster assignments and cluster associations in multi-graph. Specifically, we use autoencoding networks to learn node embeddings. Meanwhile, we propose a minimum-entropy based clustering strategy to cluster nodes in the embedding space for each graph. We introduce two regularizers to leverage both within-graph and cross-graph dependencies. An attentive mechanism is further developed to learn cross-graph cluster associations. Through extensive experiments on a variety of datasets, we observe that our method outperforms state-of-the-art baselines by a large margin.