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Anomaly detection aims at identifying deviant samples from the normal data distribution. Contrastive learning has provided a successful way to sample representation that enables effective discrimination on anomalies. However, when contaminated with unlabeled abnormal samples in training set under semi-supervised settings, current contrastive-based methods generally 1) ignore the comprehensive relation between training data, leading to suboptimal performance, and 2) require fine-tuning, resulting in low efficiency. To address the above two issues, in this paper, we propose a novel hierarchical semi-supervised contrastive learning (HSCL) framework, for contamination-resistant anomaly detection. Specifically, HSCL hierarchically regulates three complementary relations: sample-to-sample, sample-to-prototype, and normal-to-abnormal relations, enlarging the discrimination between normal and abnormal samples with a comprehensive exploration of the contaminated data. Besides, HSCL is an end-to-end learning approach that can efficiently learn discriminative representations without fine-tuning. HSCL achieves state-of-the-art performance in multiple scenarios, such as one-class classification and cross-dataset detection. Extensive ablation studies further verify the effectiveness of each considered relation. The code is available at https://github.com/GaoangW/HSCL.