Self-supervised representation learning (SSL) has achieved remarkable success in its application to natural images while falling behind in performance when applied to whole-slide pathological images (WSIs). This is because the inherent characteristics of WSIs in terms of gigapixel resolution and multiple objects in training patches are fundamentally different from natural images. Directly transferring the state-of-the-art (SOTA) SSL methods designed for natural images to WSIs will inevitably compromise their performance. We present a novel scheme SGCL: Spatial Guided Contrastive Learning, to fully explore the inherent properties of WSIs, leveraging the spatial proximity and multi-object priors for stable self-supervision. Beyond the self-invariance of instance discrimination, we expand and propagate the spatial proximity for the intra-invariance from the same WSI and inter-invariance from different WSIs, as well as propose the spatial-guided multi-cropping for inner-invariance within patches. To adaptively explore such spatial information without supervision, we propose a new loss function and conduct a theoretical analysis to validate it. This novel scheme of SGCL is able to achieve additional improvements over the SOTA pre-training methods on diverse downstream tasks across multiple datasets. Extensive ablation studies have been carried out and visualizations of these results have been presented to aid understanding of the proposed SGCL scheme. As open science, all codes and pre-trained models are available at https://github.com/HHHedo/SGCL.