Recently, deep learning-based approaches have achieved superior performance on object detection applications. However, object detection for industrial scenarios, where the objects may also have some structures and the structured patterns are normally presented in a hierarchical way, is not well investigated yet. In this work, we propose a novel deep learning-based method, hierarchical graphical reasoning (HGR), which utilizes the hierarchical structures of trains for train component detection. HGR contains multiple graphical reasoning branches, each of which is utilized to conduct graphical reasoning for one cluster of train components based on their sizes. In each branch, the visual appearances and structures of train components are considered jointly with our proposed novel densely connected dual-gated recurrent units (Dense-DGRUs). To the best of our knowledge, HGR is the first kind of framework that explores hierarchical structures among objects for object detection. We have collected a data set of 1130 images captured from moving trains, in which 17 334 train components are manually annotated with bounding boxes. Based on this data set, we carry out extensive experiments that have demonstrated our proposed HGR outperforms the existing state-of-the-art baselines significantly. The data set and the source code can be downloaded online at https://github.com/ChengZY/HGR.