Distant supervision (DS) is a promising approach for relation extraction but often suffers from the noisy label problem. Traditional DS methods usually represent an entity pair as a bag of sentences and denoise labels using multi-instance learning techniques. The bag-based paradigm, however, fails to leverage the inter-sentence-level and the entity-level evidence for relation extraction, and their denoising algorithms are often specialized and complicated. In this paper, we propose a new DS paradigm-document-based distant supervision, which models relation extraction as a document-based machine reading comprehension (MRC) task. By re-organizing all sentences about an entity as a document and extracting relations via querying the document with relation-specific questions, the document-based DS paradigm can simultaneously encode and exploit all sentence-level, inter-sentence-level, and entity-level evidence. Furthermore, we design a new loss function-DSLoss (distant supervision loss), which can effectively train MRC models using only document, question, answer tuples, therefore noisy label problem can be inherently resolved. Experiments show that our method achieves new state-of-the-art DS performance.