By assigning each relationship a single label, current approaches formulate the relationship detection as a classification problem. Under this formulation, predicate categories are treated as completely different classes. However, different from the object labels where different classes have explicit boundaries, predicates usually have overlaps in their semantic meanings. For example, sit_on and stand_on have common meanings in vertical relationships but different details of how these two objects are vertically placed. In order to leverage the inherent structures of the predicate categories, we propose to first build the language hierarchy and then utilize the Hierarchy Guided Feature Learning (HGFL) strategy to learn better region features of both the coarse-grained level and the fine-grained level. Besides, we also propose the Hierarchy Guided Module (HGM) to utilize the coarse-grained level to guide the learning of fine-grained level features. Experiments show that the proposed simple yet effective method can improve several state-of-the-art baselines by a large margin (up to $33%$ relative gain) in terms of Recall@50 on the task of Scene Graph Generation in different datasets.