Different rain models and novel network structures have been proposed to remove rain streaks from single rainy images. In this work, we bring attention to the intrinsic priors and multi-scale features of the rainy images, and develop several intrinsic loss functions to train a CNN deraining network. We first study the sparse priors of rainy images, which have been verified to preserve unbroken edges in image decomposition. However, its mathematical formulation usually leads to an intractable solution, we propose quasi-sparsity priors to decrease complexity, so that our network can be trained under the supervision of sparse properties of rainy images. Quasi-sparsity supervises network training in different gradient domain which is still ill-posed to decompose a rainy image into rain layer and background layer. We develop another $L_1$ loss based on the intrinsic low-value property of rain layer to restore image contents together with the commonly-used $L_1$ similarity loss. Multi-scale features are further explored via a multi-scale auxiliary decoding structure to show which kinds of features contribute the most to the deraining task, and the corresponding multi-scale auxiliary loss improves the deraining performance further. In our network, more efficient group convolution and feature sharing are utilized to obtain an one order of magnitude improvement in network running speed. The proposed deraining method performs favorably against state-of-the-art deraining approaches.