Event Causality Identification (ECI) aims to identify the causality between a pair of event mentions in a document, which is composed of sentence-level ECI (SECI) and document-level ECI (DECI). Previous work applies various reasoning models to identify the implicit event causality. However, they indiscriminately reason all event causality in the same way, ignoring that most inter-sentence event causality depends on intra-sentence event causality to infer. In this paper, we propose a progressive graph pairwise attention network (PPAT) to consider the above dependence. PPAT applies a progressive reasoning strategy, as it first predicts the intra-sentence event causality, and then infers the more implicit inter-sentence event causality based on the SECI result. We construct a sentence boundary event relational graph, and PPAT leverages a simple pairwise attention mechanism, which attends to different reasoning chains on the graph. In addition, we propose a causality-guided training strategy for assisting PPAT in learning causality-related representations on every layer. Extensive experiments show that our model achieves state-of-the-art performance on three benchmark datasets (5.5%, 2.2% and 4.5% F1 gains on EventStoryLine, MAVEN-ERE and Causal-TimeBank). Code is available at https://github.com/HITsz-TMG/PPAT.