Fundus vessel analysis is a significant tool for evaluating the development of retinal diseases such as diabetic retinopathy and hypertension in clinical practice. Hence, automatic fundus vessel segmentation is essential and valuable for medical diagnosis in ophthalmopathy and will allow identification and extraction of relevant symmetric and asymmetric patterns. Further, due to the uniqueness of fundus vessel, it can be applied in the field of biometric identification. In this paper, we remold fundus vessel segmentation as a task of pixel-wise classification task, and propose a novel coarse-to-fine fully convolutional neural network (CF-FCN) to extract vessels from fundus images. Our CF-FCN is aimed at making full use of the original data information and making up for the coarse output of the neural network by harnessing the space relationship between pixels in fundus images. Accompanying with necessary pre-processing and post-processing operations, the efficacy and efficiency of our CF-FCN is corroborated through our experiments on DRIVE, STARE, HRF and CHASE DB1 datasets. It achieves sensitivity of 0.7941, specificity of 0.9870, accuracy of 0.9634 and Area Under Receiver Operating Characteristic Curve (AUC) of 0.9787 on DRIVE datasets, which surpasses the state-of-the-art approaches.