Automated segmentation of hard exudates in colour fundus images is a challenge task due to issues of extreme class imbalance and enormous size variation. This paper aims to tackle these issues and proposes a dual-branch network with dual-sampling modulated Dice loss. It consists of two branches: large hard exudate biased segmentation branch and small hard exudate biased segmentation branch. Both of them are responsible for their own duties separately. Furthermore, we propose a dual-sampling modulated Dice loss for the training such that our proposed dual-branch network is able to segment hard exudates in different sizes. In detail, for the first branch, we use a uniform sampler to sample pixels from predicted segmentation mask for Dice loss calculation, which leads to this branch naturally be biased in favour of large hard exudates as Dice loss generates larger cost on misidentification of large hard exudates than small hard exudates. For the second branch, we use a re-balanced sampler to oversample hard exudate pixels and undersample background pixels for loss calculation. In this way, cost on misidentification of small hard exudates is enlarged, which enforces the parameters in the second branch fit small hard exudates well. Considering that large hard exudates are much easier to be correctly identified than small hard exudates, we propose an easy-to-difficult learning strategy by adaptively modulating the losses of two branches. We evaluate our proposed method on two public datasets and the results demonstrate that ours achieves state-of-the-art performance.