This paper considers the task of thorax disease classification on chest X-ray images. Existing methods generally use the global image as input for network learning. Such a strategy is limited in two aspects. 1) A thorax disease usually happens in (small) localized areas which are disease specific. Training CNNs using global image may be affected by the (excessive) irrelevant noisy areas. 2) Due to the poor alignment of some CXR images, the existence of irregular borders hinders the network performance. In this paper, we address the above problems by proposing a three-branch attention guided convolution neural network (AG-CNN). AG-CNN 1) learns from disease-specific regions to avoid noise and improve alignment, 2) also integrates a global branch to compensate the lost discriminative cues by local branch. Specifically, we first learn a global CNN branch using global images. Then, guided by the attention heat map generated from the global branch, we inference a mask to crop a discriminative region from the global image. The local region is used for training a local CNN branch. Lastly, we concatenate the last pooling layers of both the global and local branches for fine-tuning the fusion branch. The Comprehensive experiment is conducted on the ChestX-ray14 dataset. We first report a strong global baseline producing an average AUC of 0.841 with ResNet-50 as backbone. After combining the local cues with the global information, AG-CNN improves the average AUC to 0.868. While DenseNet-121 is used, the average AUC achieves 0.871, which is a new state of the art in the community.