Due to the complex and dynamic environment of social media, user generated contents (UGCs) may inadvertently leak users' personal aspects, such as the personal attributes, relationships and even the health condition, and thus place users at high privacy risks. Limited research efforts, thus far, have been dedicated to the privacy detection from users' unstructured data (i.e., UGCs). Moreover, existing efforts mainly focus on applying conventional machine learning techniques directly to traditional hand-crafted privacy-oriented features, ignoring the powerful representing capability of the advanced neural networks. In light of this, in this article, we present a fine-grained privacy detection network (GrHA) equipped with graph-regularized hierarchical attentive representation learning. In particular, the proposed GrHA explores the semantic correlations among personal aspects with graph convolutional networks to enhance the regularization for the UGC representation learning, and, hence, fulfil effective fine-grained privacy detection. Extensive experiments on a real-world dataset demonstrate the superiority of the proposed model over state-of-the-art competitors in terms of eight standard metrics. As a byproduct, we have released the codes and involved parameters to facilitate the research community. CCS Concepts: • Information systems → Retrieval tasks and goals; • Security and privacy → Privacy protections;