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Hyperspectral image (HSI) clustering is a challenging task due to the high complexity of HSI data. Subspace clustering has been proven to be powerful for exploiting the intrinsic relationship between data points. Despite the impressive performance in the HSI clustering, traditional subspace clustering methods often ignore the inherent structural information among data. In this paper, we revisit the subspace clustering with graph convolution and present a novel subspace clustering framework called Graph Convolutional Subspace Clustering (GCSC) for robust HSI clustering. Specifically, the framework recasts the self-expressiveness property of the data into the non-Euclidean domain, which results in a more robust graph embedding dictionary. We show that traditional subspace clustering models are the special forms of our framework with the Euclidean data. Basing on the framework, we further propose two novel subspace clustering models by using the Frobenius norm, namely Efficient GCSC (EGCSC) and Efficient Kernel GCSC (EKGCSC). Both models have a globally optimal closed-form solution, which makes them easier to implement, train, and apply in practice. Extensive experiments on three popular HSI datasets demonstrate that EGCSC and EKGCSC can achieve state-of-the-art clustering performance and dramatically outperforms many existing methods with significant margins.