Abstract: Spiking neural network (SNN) has been viewed as a potential candidate for the next generation of artificial intelligence with appealing characteristics such as sparse computation and inherent temporal dynamics. By adopting architectures of deep artificial neural networks (ANNs), SNNs are achieving competitive performances in benchmark tasks such as image classification. However, successful architectures of ANNs are not necessary ideal for SNN and when tasks become more diverse effective architectural variations could be critical. To this end, we develop a spike-based differentiable hierarchical search (SpikeDHS) framework, where spike-based computation is realized on both the cell and the layer level search space. Based on this framework, we find effective SNN architectures under limited computation cost. During the training of SNN, a suboptimal surrogate gradient function could lead to poor approximations of true gradients, making the network enter certain local minima. To address this problem, we extend the differential approach to surrogate gradient search where the SG function is efficiently optimized locally. Our models achieve state-of-the-art performances on classification of CIFAR10/100 and ImageNet with accuracy of 95.50%, 76.25% and 68.64%. On event-based deep stereo, our method finds optimal layer variation and surpasses the accuracy of specially designed ANNs meanwhile with 26$\times$ lower energy cost ($6.7\mathrm{mJ}$), demonstrating the advantage of SNN in processing highly sparse and dynamic signals. Codes are available at \url{https://github.com/Huawei-BIC/SpikeDHS}.