Recent improvements in magnetic resonance image (MRI) reconstruction from partial data have been reported using spatial context modelling with Markov random field (MRF) priors. However, these algorithms have been developed only for magnitude images from single-coil measurements. In practice, most of the MRI images today are acquired using multi-coil data. In this paper, we extend our recent approach for MRI reconstruction with MRF priors to deal with multi-coil data i.e., to be applicable in parallel MRI (pMRI) settings. Instead of reconstructing images from different coils independently and subsequently combining them into the final image, we recover MRI image by processing jointly the undersampled measurements from all coils together with their estimated sensitivity maps. The proposed method incorporates a Bayesian formulation of the spatial context into the reconstruction problem. To solve the resulting problem, we derive an efficient algorithm based on the alternating direction method of multipliers (ADMM). Experimental results demonstrate the effectiveness of the proposed approach in comparison to some well-adopted methods for accelerated pMRI reconstruction from undersampled data.