In higher education, the initial studying period of each course plays a crucial role for students, and seriously influences the subsequent learning activities. However, given the large size of a course’s students at universities, it has become impossible for teachers to keep track of the performance of individual students. In this circumstance, an academic early warning system is desirable, which automatically detects students with difficulties in learning (i.e., at-risk students) prior to a course starting. However, previous studies are not well suited to this purpose for two reasons: 1) they have mainly concentrated on e-learning platforms, e.g., massive open online courses (MOOCs), and relied on the data about students’ online activities, which is hardly accessed in traditional teaching scenarios; and 2) they have only made performance prediction when a course is in progress or even close to the end. In this paper, for traditional classroom-teaching scenarios, we investigate the task of pre-course student performance prediction, which refers to detecting at-risk students for each course before its commencement. To better represent a student sample and utilize the correlations among courses, we cast the problem as a multi-instance multi-label (MIML) problem. Besides, given the problem of data scarcity, we propose a novel multi-task learning method, i.e., MIML-Circle, to predict the performance of students from different specialties in a unified framework. Extensive experiments are conducted on five real-world datasets, and the results demonstrate the superiority of our approach over the state-of-the-art methods.