Single image rain-streak removal is an extremely challenging problem due to the presence of non-uniform rain densities in images. Previous works solve this problem using various hand-designed priors or by explicitly mapping synthetic rain to paired clean image in a supervised way. In practice, however, the pre-defined priors are easily violated and the paired training data are hard to collect. To overcome these limitations, in this work, we propose RainRemoval-GAN (RRGAN), the first end-to-end adversarial model that generates realistic rain-free images using only unpaired supervision. Our approach alleviates the paired training constraints by introducing a physical-model which explicitly learns a recovered images and corresponding rain-streaks from the differentiable programming perspective. The proposed network consists of a novel multiscale attention memory generator and a novel multiscale deeply supervised discriminator. The multiscale attention memory generator uses a memory with attention mechanism to capture the latent rain streaks context at different stages to recover the clean images. The deeply supervised multiscale discriminator imposes constraints at the recovered output in terms of local details and global appearance to the clean image set. Together with the learned rainstreaks, a reconstruction constraint is employed to ensure the appearance consistent with the input image. Experimental results on public benchmark demonstrates our promising performance compared with nine state-of-the-art methods in terms of PSNR, SSIM, visual qualities and running time.