Medical image segmentation is a key step for various applications, such as image-guided radiation therapy and diagnosis. Recently, deep neural networks provided promising solutions for automatic image segmentation; however, they often perform good on regular samples (i.e., easy-to-segment samples), since the datasets are dominated by easy and regular samples. For medical images, due to huge inter-subject variations or disease-specific effects on subjects, there exist several difficult-to-segment cases that are often overlooked by the previous works. To address this challenge, we propose a difficulty-aware deep segmentation network with confidence learning for end-to-end segmentation. The proposed framework has two main contributions: 1) Besides the segmentation network, we also propose a fully convolutional adversarial network for confidence learning to provide voxel-wise and region-wise confidence information for the segmentation network. We relax the adversarial learning to confidence learning by decreasing the priority of adversarial learning, so that we can avoid the training imbalance between generator and discriminator. 2) We propose a difficulty-aware attention mechanism to properly handle hard samples or hard regions considering structural information, which may go beyond the shortcomings of focal loss. We further propose a fusion module to selectively fuse the concatenated feature maps in encoder-decoder architectures. Experimental results on clinical and challenge datasets show that our proposed network can achieve state-of-the-art segmentation accuracy. Further analysis also indicates that each individual component of our proposed network contributes to the overall performance improvement.