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Detecting functional modules from a Protein-Protein Interaction (PPI) network is a fundamental and hot issue in proteomics research, where many computational approaches have played an important role in recent years. However, how to effectively and efficiently detect functional modules in large-scale PPI networks is still a challenging problem. We present a new framework, based on a multiple-grain model of PPI networks, to detect functional modules in PPI networks. First, we give a multiple-grain representation model of a PPI network, which has a smaller scale with super nodes. Next, we design the protein grain partitioning method, which employs a functional similarity or a structural similarity to merge some proteins layer by layer. Thirdly, a refining mechanism with border node tests is proposed to address the protein overlapping of different modules during the grain eliminating process. Finally, systematic experiments are conducted on five large-scale yeast and human networks. The results show that the framework not only significantly reduces the running time of functional module detection, but also effectively identifies overlapping modules while keeping some competitive performances, thus it is highly competent to detect functional modules in large-scale PPI networks.