Mutual Information (MI) plays an important role in representation learning. However, MI is unfortunately intractable in continuous and high-dimensional settings. Recent advances establish tractable and scalable MI estimators to discover useful representation. However, most of the existing methods are not capable of providing an accurate estimation of MI with low-variance when the MI is large. We argue that directly estimating the gradients of MI is more appealing for representation learning than estimating MI in itself. To this end, we propose the Mutual Information Gradient Estimator (MIGE) for representation learning based on the score estimation of implicit distributions. MIGE exhibits a tight and smooth gradient estimation of MI in the high-dimensional and large-MI settings. We expand the applications of MIGE in both unsupervised learning of deep representations based on InfoMax and the Information Bottleneck method. Experimental results have indicated significant performance improvement in learning useful representation.