Many graph based semi-supervised dimensionality reduction algorithms utilize the projection matrix to linearly map the data matrix from the original feature space to a lower dimensional representation. But the dimensionality after reduction is inevitably restricted to the number of classes, and the learned non-orthogonal projection matrix usually fails to preserve distances well and balance the weight on different projection direction. This paper proposes a novel dimensionality reduction method, called the semi-supervised orthogonal graph embedding with recursive projections (SOGE). We integrate the manifold smoothness and label fitness as well as the penalization of the linear mapping mismatch, and learn the orthogonal projection on the Stiefel manifold that empirically demonstrates better performance. Moreover, we recursively update the projection matrix in its orthocomplemented space to continuously learn more projection vectors, so as to better control the dimension of reduction. Comprehensive experiment on several benchmarks demonstrates the significant improvement over the existing methods.