Diffusion models have exhibited extraordinary performance in dense prediction tasks. However, there are few works exploring the diffusion pipeline for multi-task dense predictions. In this paper, we unlock the potential of diffusion models in solving multi-task dense predictions and propose a novel diffusion-based method, called TaskDiffusion, which leverages the conditional diffusion process in the decoder. Instead of denoising the noisy labels for different tasks separately, we propose a novel joint denoising diffusion process to capture the task relations during denoising. To be specific, our method first encodes the task-specific labels into a task-integration feature space to unify the encoding strategy. This allows us to get rid of the cumbersome task-specific encoding process. In addition, we also propose a cross-task diffusion decoder conditioned on task-specific multi-level features, which can model the interactions among different tasks and levels explicitly while preserving efficiency. Experiments show that our TaskDiffusion outperforms previous state-of-the-art methods for all dense prediction tasks on the widely-used PASCAL-Context and NYUD-v2 datasets. Our code is available at https://github.com/YuqiYang213/TaskDiffusion.