We study multigrade deep learning (MGDL) as a principled framework for structured error refinement in deep neural networks. While the approximation power of neural networks is now relatively well understood, training very deep architectures remains challenging due to highly nonconvex and often ill-conditioned optimization landscapes. In contrast, for relatively shallow networks, most notably certain one-hidden-layer ReLU models, training admits convex reformulations with global guarantees under appropriate settings, motivating learning paradigms that improve stability while scaling to depth. MGDL builds on this insight by training deep networks grade by grade: previously learned grades are frozen, and each newly added grade-wise subnetwork is composed on top of the previously learned grades and trained to fit the residual left by the current approximation, yielding a structured and interpretable hierarchical refinement process. We develop an operator-theoretic foundation for MGDL and prove that, for any continuous target function defined on a hypercube, there exists a fixed-width multigrade ReLU scheme whose residuals are pointwise nonincreasing in magnitude and converge uniformly to zero, with strict $L^p$-norm decay at every nontrivial grade for $p\in [1,\infty)$. To the best of our knowledge, this work provides the first rigorous constructive approximation guarantee showing that a grade-wise residual refinement scheme can achieve vanishing error in a fixed-width multigrade ReLU architecture.