We consider representation learning for proteins with 3D structures. We build 3D graphs based on protein structures and develop graph networks to learn their representations. Depending on the levels of details that we wish to capture, protein representations can be computed at different levels, \emph{e.g.}, the amino acid, backbone, or all-atom levels. Importantly, there exist hierarchical relations among different levels. In this work, we propose to develop a novel hierarchical graph network, known as ProNet, to capture the relations. Our ProNet is very flexible and can be used to compute protein representations at different levels of granularity. By treating each amino acid as a node in graph modeling as well as harnessing the inherent hierarchies, our ProNet is more effective and efficient than existing methods. We also show that, given a base 3D graph network that is complete, our ProNet representations are also complete at all levels. Experimental results show that ProNet outperforms recent methods on most datasets. In addition, results indicate that different downstream tasks may require representations at different levels. Our code is publicly available as part of the DIG library (\url{https://github.com/divelab/DIG}).