Detection in large-scale scenes is a challenging problem due to small objects and extreme scale variation. It is essential to focus on the image regions of small objects. In this paper, we propose a novel Adaptive Zoom (AdaZoom) network as a selective magnifier with flexible shape and focal length to adaptively zoom the focus regions for object detection. Based on policy gradient, we construct a reinforcement learning framework for focus region generation, with the reward formulated by object distributions. The scales and aspect ratios of the generated regions are adaptive to the scales and distribution of objects inside. We apply variable magnification according to the scale of the region for adaptive multi-scale detection. We further propose collaborative training to complementarily promote the performance of AdaZoom and the detection network. To validate the effectiveness, we conduct extensive experiments on VisDrone2019, UAVDT, and DOTA datasets. The experiments show AdaZoom brings a consistent and significant improvement over different detection networks, achieving state-of-the-art performance on these datasets, especially outperforming the existing methods by AP of 4.64% on Vis-Drone2019.