Roof plane segmentation from airborne light detection and ranging (LiDAR) point clouds is an important technology for three-dimensional (3D) building model reconstruction. One of the key issues of plane segmentation is how to design powerful features that can exactly distinguish adjacent planar patches. The quality of point feature directly determines the accuracy of roof plane segmentation. Most of existing approaches use handcrafted features, such as point-to-plane distance, normal vector, etc., to extract roof planes. However, the abilities of these features are relatively low, especially in boundary areas. To solve this problem, we propose a boundary-aware point clustering approach in Euclidean and embedding spaces constructed by a multi-task deep network for roof plane segmentation. We design a three-branch multi-task network to predict semantic labels, point offsets and extract deep embedding features. In the first branch, we classify the input data as non-roof, boundary and plane points. In the second branch, we predict point offsets for shifting each point towards its respective instance center. In the third branch, we constrain that points of the same plane instance should have the similar embeddings. We aim to ensure that points of the same plane instance are close as much as possible in both Euclidean and embedding spaces. However, although deep network has strong feature representative ability, it is still hard to accurately distinguish points near the plane instance boundary. Therefore, we first robustly group plane points into many clusters in Euclidean and embedding spaces to find candidate planes. Then, we assign the rest boundary points to their closest clusters to generate the final complete roof planes. In this way, we can effectively reduce the influence of unreliable boundary points. In addition, to train the network and evaluate the performance of our approach, we prepare a synthetic dataset and two real datasets. The experiments conducted on synthetic and real datasets show that the proposed approach significantly outperforms the existing state-of-the-art approaches in both qualitative evaluation and quantitative metrics. To facilitate future research, we will make datasets and source code of our approach publicly available at https://github.com/Li-Li-Whu/DeepRoofPlane.