Medical Subject Headings (MeSH) indexing, which is to assign a set of MeSH main headings to citations, is crucial for many important tasks in biomedical text mining and information retrieval. Large-scale MeSH indexing has two challenging aspects: the citation side and MeSH side. For the citation side, all existing methods, including Medical Text Indexer (MTI) by National Library of Medicine and the state-of-the-art method, MeSHLabeler, deal with text by bag-of-words, which cannot capture semantic and context-dependent information well.