Most advances in single image de-raining meet a key challenge, which is removing rain streaks with different scales and shapes while preserving image details. Existing single image de-raining approaches treat rain-streak removal as a process of pixel-wise regression directly. However, they are lacking in mining the balance between over-de-raining (e.g. removing texture details in rain-free regions) and under-de-raining (e.g. leaving rain streaks). In this paper, we firstly propose a coarse-to-fine network called Gradual Network (GraNet) consisting of coarse stage and fine stage for delving into single image de-raining with different granularities. Specifically, to reveal coarse-grained rain-streak characteristics (e.g. long and thick rain streaks/raindrops), we propose a coarse stage by utilizing local-global spatial dependencies via a local-global sub-network composed of region-aware blocks. Taking the residual result (the coarse de-rained result) between the rainy image sample (i.e. the input data) and the output of coarse stage (i.e. the learnt rain mask) as input, the fine stage continues to de-rain by removing the fine-grained rain streaks (e.g. light rain streaks and water mist) to get a rain-free and well-reconstructed output image via a unified contextual merging sub-network with dense blocks and a merging block. Solid and comprehensive experiments on synthetic and real data demonstrate that our GraNet can significantly outperform the state-of-the-art methods by removing rain streaks with various densities, scales and shapes while keeping the image details of rain-free regions well-preserved.