Befitting from the interpretability and the capacity in capturing the underlying manifold structure, diffusion process (DP) has attracted increasing attention in the field of image retrieval. Within it, hierarchical diffusion process (HDP) has achieved satisfactory results in retrieved performance and complexity. However, the existing hierarchical diffusion process methods only diffuse the affinity values in low-level visual space without considering the high-level semantic information, which cause the problem of semantic gap. To overcome these problems, we propose a Graph Regularized Hierarchical Diffusion Process (GRHDP) method with relevance feedback, and apply it to retrieve medical images. The proposed algorithm firstly establishes a hierarchical structure of the images in medical image database and spreads the affinity values among query images and top-layer images by graph regularization diffusion. Then relevance feedback is introduced to adjust the similarity between query images and retrieved images in top layer, and the affinity values are diffused again according to labeled information of feedback. Finally, the similarity between queries and others in database can be obtained by interpolating the diffused results on the top layer from top to bottom. The experimental results show that our proposed GRHDP with relevance feedback has achieved better retrieval performance than manifold ranking and regularized diffusion process (RDP) when returning top retrieved images.