In this paper, the Glazman-Krein-Naimark theory for a class of discrete Hamiltonian systems is developed. A minimal and a maximal operators, GKN-sets, and a boundary space for the system are introduced. Algebraic characterizations of the domains of self-adjoint extensions of the minimal operator are given. A close relationship between the domains of self-adjoint extensions and the GKN-sets is established. It is shown that there exist one-to-one correspondences among the set of all the self-adjoint extensions, the set of all the d-dimensional Lagrangian subspaces of the boundary space, and the set of all the complete Lagrangian subspaces of the boundary space.