Sampling is a basic operation of modern convolutional neural networks (CNN) since down-sampling operators are employed to enlarge the receptive field while up-sampling operators are adopted to increase resolution. Most existing deep segmentation networks employ regular grid sampling operators, which can be suboptimal for semantic segmentation task due to large shape and scale variance. To address this problem, this paper proposes a Context Guided Dynamic Sampling (CGDS) module to obtain an effective representation with rich shape and scale information by adaptively sampling useful segmentation information in spatial space. Moreover, we utilize the multi-scale contextual representations to guide the sampling process. Therefore, our CGDS can adaptively capture shape and scale information according to not only the input feature map but also the multi-scale semantic context. CGDS provides a plug-and-play module which can be easily incorporated in deep segmentation networks. We incorporate our proposed CGDS module into Dynamic Sampling Network (DSNet) and perform extensive experiments on segmentation datasets. Experimental results show that our CGDS significantly improves semantic segmentation performance and achieves state-of-the-art performance on PASCAL VOC 2012 and ADE20K datasets. Our model achieves 85.2% mIOU on PASCAL VOC 2012 test set without MS COCO dataset pre-trained and 46.4% on ADE20K validation set. The codes will become publicly available after publication.