Hybrid question answering (HQA) aims to answer questions over heterogeneous data, including tables and passages linked to table cells. The heterogeneous data can provide different granularity evidence to HQA models, e.t., column, row, cell, and link. Conventional HQA models usually retrieve coarse- or fine-grained evidence to reason the answer. Through comparison, we find that coarse-grained evidence is easier to retrieve but contributes less to the reasoner, while fine-grained evidence is the opposite. To preserve the advantage and eliminate the disadvantage of different granularity evidence, we propose MuGER$^2$, a Multi-Granularity Evidence Retrieval and Reasoning approach. In evidence retrieval, a unified retriever is designed to learn the multi-granularity evidence from the heterogeneous data. In answer reasoning, an evidence selector is proposed to navigate the fine-grained evidence for the answer reader based on the learned multi-granularity evidence. Experiment results on the HybridQA dataset show that MuGER$^2$ significantly boosts the HQA performance. Further ablation analysis verifies the effectiveness of both the retrieval and reasoning designs.