Digital image steganalysis is the art of detecting the presence of information hiding in carrier images. When detecting recently developed adaptive image steganography methods, state-of-art steganalysis methods cannot achieve satisfactory detection accuracy, because the adaptive steganography methods can adaptively embed information into regions with rich textures via the guidance of distortion function and thus make the effective steganalysis features hard to be extracted. Inspired by the promising success which convolutional neural network (CNN) has achieved in the fields of digital image analysis, increasing researchers are devoted to designing CNN based steganalysis methods. But as for detecting adaptive steganography methods, the results achieved by CNN based methods are still far from expected. In this paper, we propose a hybrid approach by designing a region selection method and a new CNN framework. In order to make the CNN focus on the regions with complex textures, we design a region selection method by finding a region with the maximal sum of the embedding probabilities. To evolve more diverse and effective steganalysis features, we design a new CNN framework consisting of three separate subnets with independent structure and configuration parameters and then merge and split the three subnets repeatedly. Experimental results indicate that our approach can lead to performance improvement in detecting adaptive steganography.