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Session-based recommendation (SBR) has drawn increasingly research attention in recent years, due to its great practical value by only exploiting the limited user behavior history in the current session. Existing methods typically learn the session embedding at the item level, namely, aggregating the embeddings of items with or without the attention weights assigned to items. However, they ignore the fact that a user's intent on adopting an item is driven by certain factors of the item (e.g., the leading actors of an movie). In other words, they have not explored finer-granularity interests of users at the factor level to generate the session embedding, leading to sub-optimal performance. To address the problem, we propose a novel method called Disentangled Graph Neural Network (Disen-GNN) to capture the session purpose with the consideration of factor-level attention on each item. Specifically, we first employ the disentangled learning technique to cast item embeddings into the embedding of multiple factors, and then use the gated graph neural network (GGNN) to learn the embedding factor-wisely based on the item adjacent similarity matrix computed for each factor. Moreover, the distance correlation is adopted to enhance the independence between each pair of factors. After representing each item with independent factors, an attention mechanism is designed to learn user intent to different factors of each item in the session. The session embedding is then generated by aggregating the item embeddings with attention weights of each item's factors. To this end, our model takes user intents at the factor level into account to infer the user purpose in a session. Extensive experiments on three benchmark datasets demonstrate the superiority of our method over existing methods.