Predicting the next place to visit is a key in human mobility behavior modeling, which plays a significant role in various fields, such as epidemic control, urban planning, traffic management, and travel recommendation. To achieve this, one typical solution is designing modules based on RNN to capture their preferences to various locations. Although these RNN-based methods can effectively learn individual's hidden personalized preferences to her visited places, the interactions among users can only be weakly learned through the representations of locations. Targeting this, we propose an end-to-end framework named personalized and group preference guided network (PG$^2$Net), considering the users' preferences to various places at both individual and collective levels. Specifically, PG$^2$Net concatenates Bi-LSTM and attention mechanism to capture each user's long-term mobility tendency. To learn population's group preferences, we utilize spatial and temporal information of the visitations to construct a spatio-temporal dependency module. We adopt a graph embedding method to map users' trajectory into a hidden space, capturing their sequential relation. In addition, we devise an auxiliary loss to learn the vectorial representation of her next location. Experiment results on two Foursquare check-in datasets and one mobile phone dataset indicate the advantages of our model compared to the state-of-the-art baselines. Source codes are available at https://github.com/urbanmobility/PG2Net.