As opposed to manual feature engineering which is tedious and difficult to scale, network embedding has attracted a surge of research interests as it automates the feature learning on graphs. The learned low-dimensional node vectors ease the knowledge discovery on graphs by enabling various off-the-shelf machine learning tools to be directly applied. Recent research has shown that the past decade of network embedding approaches either explicitly factorize a carefully designed matrix or are closely related to implicit matrix factorization, with the fundamental assumption that the factorized node connectivity matrix is low-rank. Nonetheless, the global low-rank assumption does not necessarily hold especially when the factorized matrix encodes complex node interactions, and the resultant single low-rank embedding matrix is insufficient to capture all the observed connectivity patterns. In this regard, we propose a novel multi-level network embedding framework BoostNE, which can learn multiple node embeddings of different granularity from coarse to fine without imposing the prevalent global low-rank assumption. The proposed BoostNE method is also in line with the successful gradient boosting method in ensemble learning. We demonstrate the superiority of the proposed BoostNE framework by comparing it with existing state-of-the-art network embedding methods on various datasets.