In this paper, a hierarchical deep multi-task learning (HD-MTL) algorithm is developed to support large-scale visual recognition (e.g., recognizing thousands or even tens of thousands of atomic object classes automatically). First, multiple sets of multi-level deep features are extracted from different layers of deep convolutional neural networks (deep CNNs), and they are used to achieve more effective accomplishment of the coarseto- fine tasks for hierarchical visual recognition. A visual tree is then learned by assigning the visually-similar atomic object classes with similar learning complexities into the same group, which can provide a good environment for determining the interrelated learning tasks automatically. By leveraging the inter-task relatedness (inter-class similarities) to learn more discriminative group-specific deep representations, our deep multi-task learning algorithm can train more discriminative node classifiers for distinguishing the visually-similar atomic object classes effectively. Our hierarchical deep multi-task learning (HD-MTL) algorithm can integrate two discriminative regularization terms to control the inter-level error propagation effectively, and it can provide an end-to-end approach for jointly learning more representative deep CNNs (for image representation) and more discriminative tree classifier (for large-scale visual recognition) and updating them simultaneously. Our incremental deep learning algorithms can effectively adapt both the deep CNNs and the tree classifier to the new training images and the new object classes. Our experimental results have demonstrated that our HD-MTL algorithm can achieve very competitive results on improving the accuracy rates for large-scale visual recognition.