Automatic skin lesion analysis of dermoscopy images remains a challenging topic. In this paper, we propose an end-to-end multi-task deep learning framework for automatic skin lesion analysis. The proposed framework can perform skin lesion detection, classification, and segmentation tasks simultaneously. To address the class imbalance issue in the dataset (as often observed in medical image datasets) and meanwhile to improve the segmentation performance, a loss function based on the focal loss and the jaccard distance is proposed. During the framework training, we employ a three-phase joint training strategy to ensure the efficiency of feature learning. The proposed framework outperforms state-of-the-art methods on the benchmarks ISBI 2016 challenge dataset towards melanoma classification and ISIC 2017 challenge dataset towards melanoma segmentation, especially for the segmentation task. The proposed framework should be a promising computer-aided tool for melanoma diagnosis.