Few-shot counting aims to count objects of any class in an image given only a few exemplars of the same class. Existing correlation-based few-shot counting approaches suffer from the coarseness and low semantic level of the correlation. To solve these problems, we propose an iterative framework to progressively refine the exemplar-related features based on the correlation between the image and exemplars. Then the density map is predicted from the final refined feature map. The iterative framework includes a Correlation Distillation module and a Feature Refinement module. During the iterations, the exemplar-related features are gradually refined, while the exemplar-unrelated features are suppressed, benefiting few-shot counting where the exemplar-related features are more important. Our approach surpasses all baselines significantly on few-shot counting benchmark FSC-147. Surprisingly, though designed for general class-agnostic counting, our approach still achieves state-of-the-art performance on car counting benchmarks CARPK and PUCPR+, and crowd counting benchmarks UCSD and Mall. We also achieve competitive performance on crowd counting benchmark ShanghaiTech. The code will be released soon.