Formulating dialogue policy as a reinforcement learning (RL) task enables a dialogue system to act optimally by interacting with humans. However, typical RL-based methods normally suffer from challenges such as sparse and delayed reward problems. Besides, with user goal unavailable in real scenarios, the reward estimator is unable to generate reward reflecting action validity and task completion. Those issues may slow down and degrade the policy learning significantly. In this paper, we present a novel scheduled knowledge distillation framework for dialogue policy learning, which trains a compact student reward estimator by distilling the prior knowledge of user goals from a large teacher model. To further improve the stability of dialogue policy learning, we propose to leverage self-paced learning to arrange meaningful training order for the student reward estimator. Comprehensive experiments on Microsoft Dialogue Challenge and MultiWOZ datasets indicate that our approach significantly accelerates the learning speed, and the task-completion success rate can be improved from 0.47%∼9.01% compared with several strong baselines.