Recent relation extraction (RE) works have shown encouraging improvements by conducting contrastive learning on silver labels generated by distant supervision before fine-tuning on gold labels. Existing methods typically assume all these silver labels are accurate and therefore treat them equally in contrastive learning; however, distant supervision is inevitably noisy -- some silver labels are more reliable than others. In this paper, we first assess the quality of silver labels via a simple and automatic approach we call "learning order denoising," where we train a language model to learn these relations and record the order of learned training instances. We show that learning order largely corresponds to label accuracy -- early learned silver labels have, on average, more accurate labels compared to later learned silver labels. We then propose a novel fine-grained contrastive learning (FineCL) for RE, which leverages this additional, fine-grained information about which silver labels are and are not noisy to improve the quality of learned relationship representations for RE. Experiments on many RE benchmarks show consistent, significant performance gains of FineCL over state-of-the-art methods.