Existing remaining useful life (RUL) predictions of rolling element bearings have the following shortcomings. 1) Model-driven methods typically employ a sole model for processing the data of an individual, making it challenging to accommodate the variety of degradation behaviors and susceptible to abnormal interference. 2) Data-driven methods place greater emphasis on training data, and in reality, it can be challenging to acquire comprehensive data covering the lifecycle. 3) Many studies fail to give adequate attention to the assessment of RUL uncertainty. This paper proposes a multi-task learning mixture density network (MTL-MDN) method to address these issues. Firstly, the peak-of-Histogram (PoHG) is extracted and served as the novel health indicators. Secondly, multi-task learning dictionaries are constructed based on the evolution law of PoHG, thus combining both model-driven and data-driven strategies. Finally, a multi-task learning strategy is proposed with mixture density networks. It effectively accomplishes the collaborative learning objective of numerous degradation samples in the regression problem and accomplishes the uncertainty assessment of RUL. After analyzing the experimental and real-world degradation data of rolling element bearings throughout their lifecycle, and comparing it to other modern RUL prediction methods, it becomes evident that the proposed MTL-MDN method offers superior prediction accuracy and robustness.