Diabetic retinopathy (DR) is a serious ocular condition that requires effective monitoring and treatment by ophthalmologists. However, constructing a reliable DR grading model remains a challenging and costly task, heavily reliant on high-quality training sets and adequate hardware resources. In this paper, we investigate the knowledge transferability of large-scale pre-trained models (LPMs) to fundus images based on prompt learning to construct a DR grading model efficiently. Unlike full-tuning which fine-tunes all parameters of LPMs, prompt learning only involves a minimal number of additional learnable parameters while achieving a competitive effect as full-tuning. Inspired by visual prompt tuning, we propose Semantic-oriented Visual Prompt Learning (SVPL) to enhance the semantic perception ability for better extracting task-specific knowledge from LPMs, without any additional annotations. Specifically, SVPL assigns a group of learnable prompts for each DR level to fit the complex pathological manifestations and then aligns each prompt group to task-specific semantic space via a contrastive group alignment (CGA) module. We also propose a plug-and-play adapter module, Hierarchical Semantic Delivery (HSD), which allows the semantic transition of prompt groups from shallow to deep layers to facilitate efficient knowledge mining and model convergence. Our extensive experiments on three public DR grading datasets demonstrate that SVPL achieves superior results compared to other transfer tuning and DR grading methods. Further analysis suggests that the generalized knowledge from LPMs is advantageous for constructing the DR grading model on fundus images.