Stacked denoising auto encoders (DAEs) are well known to learn useful deep representations, which can be used to improve supervised training by initializing a deep network. We investigate a training scheme of a deep DAE, where DAE layers are gradually added and keep adapting as additional layers are added. We show that in the regime of mid-sized datasets, this gradual training provides a small but consistent improvement over stacked training in both reconstruction quality and classification error over stacked training on MNIST and CIFAR datasets.