Fast image retrieval is of great importance in many computer vision tasks and especially practical applications. Deep hashing, the state-of-the-art fast image retrieval scheme, introduces deep learning to learn the hash functions and generate binary hash codes, and outperforms the other image retrieval methods in terms of accuracy. However, all the existing deep hashing methods could only generate one level hash codes and require a linear traversal of all the hash codes to figure out the closest one when a new query arrives, which is very time-consuming and even intractable for large scale applications. In this work, we propose a Hierarchical Deep Hashing(HDHash) scheme to speed up the state-of-the-art deep hashing methods. More specifically, hierarchical deep hash codes of multiple levels can be generated and indexed with tree structures rather than linear ones, and pruning irrelevant branches can sharply decrease the retrieval time. To our best knowledge, this is the first work to introduce hierarchical indexed deep hashing for fast large scale image retrieval. Extensive experimental results on three benchmark datasets demonstrate that the proposed HDHash scheme achieves better or comparable accuracy with significantly improved efficiency and reduced memory as compared to state-of- the-art fast image retrieval schemes.