Semantic Segmentation (SS) partitions an image into several coherent semantically meaningful parts, and classifies each part into one of the pre-determined classes. In this paper, we argue that existing SS methods cannot be reliably applied to autonomous driving system as they ignore the different importance levels of distinct classes for safe-driving. For example, pedestrians in the scene are much more important than sky when driving a car, so their segmentations should be as accurate as possible. To incorporate the importance information possessed by various object classes, this paper designs an "Importance-Aware Loss" (IAL) that specifically emphasizes the critical objects for autonomous driving. IAL operates under a hierarchical structure, and the classes with different importance are located in different levels so that they are assigned distinct weights. Furthermore, we derive the forward and backward propagation rules for IAL and apply them to deep neural networks for realizing SS in intelligent driving system. The experiments on CamVid and Cityscapes datasets reveal that by employing the proposed loss function, the existing deep learning models including FCN, SegNet and ENet are able to consistently obtain the improved segmentation results on the pre-defined important classes for safe-driving.