In recent years, graph embedding techniques have exhibited great potential for various downstream tasks, which can leverage both topological structures and the temporal dependencies of nodes in their representations, leading to remarkable achievements. However, the multi-role nature of nodes during their temporally interacting is neglected. To tackle this problem, we propose a novel model, Temporal graph Multi-Aspect Embedding (TMAE), to capture the latent multi-aspect characteristics of nodes in temporal graphs, thereby enhancing the quality of graph embeddings. Specifically, we propose to learn the aspect embeddings of nodes and their weights at different timestamps separately for a better adaptation. In contrast to the conventional fixed aspect number assumption, a Hierarchical Dirichlet Process-based approach is employed to dynamically determine the weight of aspects for nodes at different times. Through this framework, we effectively learn the multi-aspect information through Time-reversed Temporal Walks (TTWs). Extensive experiments performed across eight publicly accessible datasets have demonstrated the significant improvements of the proposed TMAE model over state-of-the-art algorithms by taking advantage of the multi-aspect nature.