Curriculum learning is often introduced as a leverage to improve the agent training for complex tasks, where the goal is to generate a sequence of easier subasks for an agent to train on, such that final performance or learning speed is improved. However, conventional curriculum is mainly designed for one agent with fixed action space and sequential simple-to-hard training manner. Instead, we present a novel curriculum learning strategy by introducing the concept of master-slave agents and enabling flexible action setting for agent training. Multiple agents, referred as master agent for the target task and slave agents for the subtasks, are trained concurrently within different action spaces by sharing a perception network with an asynchronous strategy. Extensive evaluation on the VizDoom platform demonstrates the joint learning of master agent and slave agents mutually benefit each other. Significant improvement is obtained over A3C in terms of learning speed and performance.