Precise segmentation of key tissues in medical images is of great significance. Although deep neural networks have achieved promising results in many medical image segmentation tasks, it is still a challenge for volumetric medical image segmentation due to the limited computing resources and annotated datasets. In this paper, we propose a multi-resolution coarse-to-fine segmentation framework to perform accurate segmentation. The proposed framework contains a coarse stage and a fine stage. The coarse stage with low-resolution data provide high semantic cues for the fine stage. Moreover, we embed active learning processes into coarse-to-fine framework for sparse annotation, the proposed multiple query criteria active learning methods can select high-value slices to label. We evaluated the effectiveness of proposed framework on two public brain MRI datasets. Our coarse-to-fine networks outperform other competitive methods under the condition of fully supervised training. In addition, the proposed active learning method only need 30% to 40% slices of one scan to produce relatively better dense prediction results than non-active learning method and one query criteria active learning methods.