Urban flow prediction benefits smart cities in many aspects, such as traffic management and risk assessment. However, a critical prerequisite for these benefits is having fine-grained knowledge of the city. Thus, unlike previous works that are limited to coarse-grained data, we extend the horizon of urban flow prediction to fine granularity which raises specific challenges: 1) the predominance of inter-grid transitions observed in fine-grained data makes it more complicated to capture the spatial dependencies among grid cells at a global scale; 2) it is very challenging to learn the impact of external factors (e.g., weather) on a large number of grid cells separately. To address these two challenges, we present a Spatio-Temporal Relation Network (STRN) to predict fine-grained urban flows. First, a backbone network is used to learn high-level representations for each cell. Second, we present a Global Relation Module (GloNet) that captures global spatial dependencies much more efficiently compared to existing methods. Third, we design a Meta Learner that takes external factors and land functions (e.g., POI density) as inputs to produce meta knowledge and boost model performances. We conduct extensive experiments on two real-world datasets. The results show that STRN reduces the errors by 7.1% to 11.5% compared to the state-of-the-art method while using much fewer parameters. Moreover, a cloud-based system called UrbanFlow 3.0 has been deployed to show the practicality of our approach.