Document-level Relation Extraction (RE) requires extracting relations expressed within and across sentences. Recent works show that graph-based methods, usually constructing a document-level graph that captures document-aware interactions, can obtain useful entity representations thus helping tackle document-level RE. These methods either focus more on the entire graph, or pay more attention to a part of the graph, e.g., paths between the target entity pair. However, we find that document-level RE may benefit from focusing on both of them simultaneously. Therefore, to obtain more comprehensive entity representations, we propose the Coarse-to-Fine Entity Representation model (CFER) that adopts a coarse-to-fine strategy involving two phases. First, CFER uses graph neural networks to integrate global information in the entire graph at a coarse level. Next, CFER utilizes the global information as a guidance to selectively aggregate path information between the target entity pair at a fine level. In classification, we combine the entity representations from both two levels into more comprehensive representations for relation extraction. Experimental results on two document-level RE datasets, DocRED and CDR, show that CFER outperforms existing models and is robust to the uneven label distribution.