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Recent works have made great progress in semantic segmentation by exploiting contextual information in a local or global manner with dilated convolutions, pyramid pooling or self-attention mechanism. In order to avoid potential misleading contextual information aggregation in previous works, we propose a class-wise dynamic graph convolution (CDGC) module to adaptively propagate information. The graph reasoning is performed among pixels in the same class. Based on the proposed CDGC module, we further introduce the Class-wise Dynamic Graph Convolution Network(CDGCNet), which consists of two main parts including the CDGC module and a basic segmentation network, forming a coarse-to-fine paradigm. Specifically, the CDGC module takes the coarse segmentation result as class mask to extract node features for graph construction and performs dynamic graph convolutions on the constructed graph to learn the feature aggregation and weight allocation. Then the refined feature and the original feature are fused to get the final prediction. We conduct extensive experiments on three popular semantic segmentation benchmarks including Cityscapes, PASCAL VOC 2012 and COCO Stuff, and achieve state-of-the-art performance on all three benchmarks.