The projective dictionary pair learning (DPL) model jointly seeks a synthesis dictionary and an analysis dictionary by extracting the block-diagonal coefficients with an incoherence-constrained analysis dictionary. However, DPL fails to discover the underlying subspaces and salient features at the same time, and it cannot encode the neighborhood information of the embedded coding coefficients, especially adaptively. In addition, although the data can be well reconstructed via the minimization of the reconstruction error, useful distinguishing salient feature information may be lost and incorporated into the noise term. In this article, we propose a novel self-expressive adaptive locality-preserving framework: twin-incoherent self-expressive latent DPL (SLatDPL). To capture the salient features from the samples, SLatDPL minimizes a latent reconstruction error by integrating the coefficient learning and salient feature extraction into a unified model, which can also be used to simultaneously discover the underlying subspaces and salient features. To make the coefficients block diagonal and ensure that the salient features are discriminative, our SLatDPL regularizes them by imposing a twin-incoherence constraint. Moreover, SLatDPL utilizes a self-expressive adaptive weighting strategy that uses normalized block-diagonal coefficients to preserve the locality of the codes and salient features. SLatDPL can use the class-specific reconstruction residual to handle new data directly. Extensive simulations on several public databases demonstrate the satisfactory performance of our SLatDPL compared with related methods.