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Understanding patients' journeys in healthcare system is a fundamental prepositive task for a broad range of AI-based healthcare applications. This task aims to learn an informative representation that can comprehensively encode hidden dependencies among medical events and its inner entities, and then the use of encoding outputs can greatly benefit the downstream application-driven tasks. A patient journey is a sequence of electronic health records (EHRs) over time that is organized at multiple levels: patient, visits and medical codes. The key challenge of patient journey understanding is to design an effective encoding mechanism which can properly tackle the aforementioned multi-level structured patient journey data with temporal sequential visits and a set of medical codes. This paper proposes a novel self-attention mechanism that can simultaneously capture the contextual and temporal relationships hidden in patient journeys. A multi-level self-attention network (MusaNet) is specifically designed to learn the representations of patient journeys that is used to be a long sequence of activities. The MusaNet is trained in end-to-end manner using the training data derived from EHRs. We evaluated the efficacy of our method on two medical application tasks with real-world benchmark datasets. The results have demonstrated the proposed MusaNet produces higher-quality representations than state-of-the-art baseline methods. The source code is available in https://github.com/xueping/MusaNet.