Magnetic resonance imaging (MRI) has been one of the most powerful and valuable imaging methods for medical diagnosis and staging of disease. Due to the long scan time of MRI acquisition, k-space under-samplings is required during the acquisition processing. Thus, MRI reconstruction, which transfers undersampled k-space data to high-quality magnetic resonance imaging, becomes an important and meaningful task. There have been many explorations on k-space interpolation for MRI reconstruction. However, most of these methods ignore the strong correlation between target slice and its adjacent slices. Inspired by this, we propose a fully data-driven deep learning algorithm for k-space interpolation, utilizing the correlation information between the target slice and its neighboring slices. A novel network is proposed, which models the inter-dependencies between different slices. In addition, the network is easily implemented and expended. Experiments show that our methods consistently surpass existing image-domain and k-space-domain magnetic resonance imaging reconstructing methods.