In this paper, we present Hierarchical Graph Network (HGN) for multi-hop question answering. To aggregate clues from scattered texts across multiple paragraphs, a hierarchical graph is created by constructing nodes from different levels of granularity (i.e., questions, paragraphs, sentences, and entities), the representations of which are initialized with BERT-based context encoders. By weaving heterogeneous nodes in an integral unified graph, this characteristic hierarchical differentiation of node granularity enables HGN to support different question answering sub-tasks simultaneously (e.g., paragraph selection, supporting facts extraction, and answer prediction). Given a constructed hierarchical graph for each question, the initial node representations are updated through graph propagation; and for each sub-task, multi-hop reasoning is performed by traversing through graph edges. Extensive experiments on the HotpotQA benchmark demonstrate that the proposed HGN approach significantly outperforms prior state-of-the-art methods by a large margin in both Distractor and Fullwiki settings.