Most recommendation research has been concentrated on recommending single items to users, such as the considerable work on collaborative filtering that models the interaction between a user and an item. However, in many real-world scenarios, the platform needs to show users a set of items, e.g., the marketing strategy that offers multiple items for sale as one bundle.In this work, we consider recommending a set of items to a user, i.e., the Bundle Recommendation task, which concerns the interaction modeling between a user and a set of items. We contribute a neural network solution named DAM, short for Deep Attentive Multi-Task model, which is featured with two special designs: 1) We design a factorized attention network to aggregate the item embeddings in a bundle to obtain the bundle's representation; 2) We jointly model user-bundle interactions and user-item interactions in a multi-task manner to alleviate the scarcity of user-bundle interactions. Extensive experiments on a real-world dataset show that DAM outperforms the state-of-the-art solution, verifying the effectiveness of our attention design and multi-task learning in DAM.