Headline generation is a task of abstractive text summarization, and previously suffers from the immaturity of natural language generation techniques. Recent success of neural sentence summarization models shows the capacity of generating informative, fluent headlines conditioned on selected recapitulative sentences. In this paper, we investigate the extension of sentence summarization models to the document headline generation task. The challenge is that extending the sentence summarization model to consider more document information will mostly confuse the model and hurt the performance. In this paper, we propose a coarse-to-fine approach, which first identifies the important sentences of a document using document summarization techniques, and then exploits a multi-sentence summarization model with hierarchical attention to leverage the important sentences for headline generation. Experimental results on a large real dataset demonstrate the proposed approach significantly improves the performance of neural sentence summarization models on the headline generation task.