We propose a novel multi-grained attention network (MGAN) model for aspect level sentiment classification. Existing approaches mostly adopt coarse-grained attention mechanism, which may bring information loss if the aspect has multiple words or larger context. We propose a fine-grained attention mechanism, which can capture the word-level interaction between aspect and context. And then we leverage the fine-grained and coarse-grained attention mechanisms to compose the MGAN framework. Moreover, unlike previous works which train each aspect with its context separately, we design an aspect alignment loss to depict the aspect-level interactions among the aspects that have the same context. We evaluate the proposed approach on three datasets: laptop and restaurant are from SemEval 2014, and the last one is a twitter dataset. Experimental results show that the multi-grained attention network consistently outperforms the state-of-the-art methods on all three datasets. We also conduct experiments to evaluate the effectiveness of aspect alignment loss, which indicates the aspect-level interactions can bring extra useful information and further improve the performance.