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Parkinson's disease (PD) is a neurodegenerative progressive disease that mainly affects the motor systems of patients. To slow this disease deterioration, early and accurate diagnosis of PD is an effective way, which alleviates mental and physical sufferings by clinical intervention. In this paper, we propose a joint regression and classification framework for PD diagnosis via magnetic resonance and diffusion tensor imaging data. Specifically, we devise a unified multi-task feature selection model to explore multiple relationships among features, samples, and clinical scores. We regress four clinical variables of depression, sleep, olfaction, cognition scores, as well as perform the classification of PD disease from the multi-modal data. The multi-task model explores the relationships at the level of clinical scores, image features, and subjects, to select the most informative and diseased-related features for diagnosis. The proposed method is evaluated on the public Parkinson's progression markers initiative (PPMI) dataset. The extensive experimental results show that the multi-task framework can effectively boost the performance of regression and classification and outperforms other state-of-the-art methods. The computerized predictions of clinical scores and label for PD diagnosis may offer quantitative reference for decision support as well.