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Point clouds are a popular representation for 3D shapes. However, they encode a particular sampling without accounting for shape priors or non-local information. We advocate for the use of a hierarchical Gaussian mixture model (hGMM), which is a compact, adaptive and lightweight representation that probabilistically defines the underlying 3D surface. We present PointGMM, a neural network that learns to generate hGMMs which are characteristic of the shape class, and also coincide with the input point cloud. PointGMM is trained over a collection of shapes to learn a class-specific prior. The hierarchical representation has two main advantages: (i) coarse-to-fine learning, which avoids converging to poor local-minima; and (ii) (an unsupervised) consistent partitioning of the input shape. We show that as a generative model, PointGMM learns a meaningful latent space which enables generating consistent interpolations between existing shapes, as well as synthesizing novel shapes. We also present a novel framework for rigid registration using PointGMM, that learns to disentangle orientation from structure of an input shape.