We extend the classical single-task active learning (AL) approach. In the multi-task active learning (MTAL) paradigm, we select examples for several annotation tasks rather than for a single one as usually done in the context of AL. We introduce two MTAL metaprotocols, alternating selection and rank combination, and propose a method to implement them in practice. We experiment with a twotask annotation scenario that includes named entity and syntactic parse tree annotations on three different corpora. MTAL outperforms random selection and a stronger baseline, onesided example selection, in which one task is pursued using AL and the selected examples are provided also to the other task.