Deep cross-media hashing provides an efficient semantic representation learning solution for large-scale cross-media retrieval. The existing methods only consider the inter-media or intra-media semantic association learning, ignore the guiding of semantic structure information, and have weak reasoning ability for implicit fine-grained semantic associations. To tackle this problem, we propose a novel structures aware fine-grained contrastive adversarial hashing method for cross-media retrieval. A novel cross-media contrastive adversarial hash network is constructed for the first time, which integrates the cross-media and intra-media contrastive learning and multi-modal adversarial learning, aiming at maximizing the semantic association between different modalities, and improving the semantic discrimination and consistency of cross-media unified hash representation, thereby the inter-media and intra-media semantic preserving ability can be well enhanced; A fine-grained cross-media semantic feature learning method based on fine-grained semantic reasoning with transformers is proposed, which captures fine-grained salient features of different modalities for semantic association learning, and enhances the reasoning ability of fine-grained implicit semantic association; A semantic label graph convolutional network guided cross-media semantic association learning strategy is proposed, which makes full use of semantic structure information to enhance the learning ability of implicit cross-media semantic associations. Extensive experiments on several large-scale cross-media benchmark datasets demonstrate that the proposed method outperforms the state-of-the-art methods.