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Sketch as an image search query is an ideal alternative to text in capturing the fine-grained visual details. Prior successes on fine-grained sketch-based image retrieval (FG-SBIR) have demonstrated the importance of tackling the unique traits of sketches as opposed to photos, e.g., temporal vs. static, strokes vs. pixels, and abstract vs. pixel-perfect. In this paper, we study a further trait of sketches that has been overlooked to date, that is, they are hierarchical in terms of the levels of detail -- a person typically sketches up to various extents of detail to depict an object. This hierarchical structure is often visually distinct. In this paper, we design a novel network that is capable of cultivating sketch-specific hierarchies and exploiting them to match sketch with photo at corresponding hierarchical levels. In particular, features from a sketch and a photo are enriched using cross-modal co-attention, coupled with hierarchical node fusion at every level to form a better embedding space to conduct retrieval. Experiments on common benchmarks show our method to outperform state-of-the-arts by a significant margin.