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As a specific semantic segmentation task, aerial imagery segmentation has been widely employed in high spatial resolution (HSR) remote sensing images understanding. Besides common issues (e.g. large scale variation) faced by general semantic segmentation tasks, aerial imagery segmentation has some unique challenges, the most critical one among which lies in foreground-background imbalance. There have been some recent efforts that attempt to address this issue by proposing sophisticated neural network architectures, since they can be used to extract informative multi-scale feature representations and increase the discrimination of object boundaries. Nevertheless, many of them merely utilize those multi-scale representations in ad-hoc measures but disregard the fact that the semantic meaning of objects with various sizes could be better identified via receptive fields of diverse ranges. In this paper, we propose Adaptive Focus Framework (AF$_2$), which adopts a hierarchical segmentation procedure and focuses on adaptively utilizing multi-scale representations generated by widely adopted neural network architectures. Particularly, a learnable module, called Adaptive Confidence Mechanism (ACM), is proposed to determine which scale of representation should be used for the segmentation of different objects. Comprehensive experiments show that AF$_2$ has significantly improved the accuracy on three widely used aerial benchmarks, as fast as the mainstream method.