Dense captioning aims at simultaneously localizing semantic regions and describing these regions-of-interest (ROIs) with short phrases or sentences in natural language. Previous studies have shown remarkable progresses, but they are often vulnerable to the aperture problem that a caption generated by the features inside one ROI lacks contextual coherence with its surrounding context in the input image. In this work, we investigate contextual reasoning based on multi-scale message propagations from the neighboring contents to the target ROIs. To this end, we design a novel end-to-end context and attribute grounded dense captioning framework consisting of 1) a contextual visual mining module and 2) a multi-level attribute grounded description generation module. Knowing that captions often co-occur with the linguistic attributes (such as who, what and where), we also incorporate an auxiliary supervision from hierarchical linguistic attributes to augment the distinctiveness of the learned captions. Extensive experiments and ablation studies on Visual Genome dataset demonstrate the superiority of the proposed model in comparison to state-of-the-art methods.