Deep learning methods have been widely explored in motor imagery (MI)-based brain computer interface (BCI) systems to decode electroencephalography (EEG) signals. However, most studies fail to fully explore temporal dependencies among MI-related patterns generated in different stages during MI tasks, resulting in limited MI-EEG decoding performance. Apart from feature extraction, learning temporal dependencies is equally important to develop a subject-specific MI-based BCI because every subject has their own way of performing MI tasks. In this paper, a novel temporal dependency learning convolutional neural network (CNN) with attention mechanism is proposed to address MI-EEG decoding. The network first learns spatial and spectral information from multi-view EEG data via the spatial convolution block. Then, a series of non-overlapped time windows is employed to segment the output data, and the discriminative feature is further extracted from each time window to capture MI-related patterns generated in different stages. Furthermore, to explore temporal dependencies among discriminative features in different time windows, we design a temporal attention module that assigns different weights to features in various time windows and fuses them into more discriminative features. The experimental results on the BCI Competition IV-2a (BCIC-IV-2a) and OpenBMI datasets show that our proposed network outperforms the state-of-the-art algorithms and achieves the average accuracy of 79.48%, improved by 2.30% on the BCIC-IV-2a dataset. We demonstrate that learning temporal dependencies effectively improves MI-EEG decoding performance. The code is available at https://github.com/Ma-Xinzhi/LightConvNet.