Traditional Chinese paintings pay more attention to ’Gongbi’ and ’Xieyi’ in artworks, which raises a challenging task to generate Chinese paintings from photos. ’Xieyi’ creates high-level conception for paintings, while ’Gongbi’ refers to portraying local details in paintings. This paper proposes an attentional wavelet network for photo to Chinese painting transferring. We first introduce wavelets to obtain high-level conception and local details in Chinese paintings via 2-D haar wavelet transform. Moreover, we design high-level transform stream and local enhancement stream to dispose high frequencies and low frequency respectively. Furthermore, we exploit self-attention mechanism to compatibly pick up high-level information which is used to remedy the missing details when reconstructing the Chinese painting. To advance our experiment, we set up a new dataset named P2ADataset, with diverse photos and Chinese paintings on famous mountains around China. Experimental results comparing with the state-of-the-art style transferring algorithms verify the effectiveness of the proposed method. We will release the codes and data to the public.