Hierarchical embeddings, such as HSNE, address critical visual and computational scalability issues of traditional techniques for dimensionality reduction. The improved scalability comes at the cost of the need for increased user interaction for exploration. In this paper, we provide a solution for the interactive visual Focus+Context exploration of such embeddings. We explain how to integrate embedding parts from different levels of detail, corresponding to focus and context groups, in a joint visualization. We devise an according interaction model that relates typical semantic operations on a Focus+Context visualization with the according changes in the level-of-detail-hierarchy of the embedding, including also a mode for comparative Focus+Context exploration and extend HSNE to incorporate the presented interaction model. In order to demonstrate the effectiveness of our approach, we present a use case based on the visual exploration of multi-dimensional images.