The medication recommendation (MR) or medication combination prediction task aims to predict effective prescriptions given accurate patient representations derived from electronic health records (EHRs), which contributes to improving the quality of clinical decision-making, especially for patients with multi-morbidity. Although in recent years deep learning technology has achieved great success in MR, the performance of current multi-label based MR solutions is unsatisfactory. They mainly focus on improving the patient representation module and modeling the medication label dependencies such as drug–drug interaction (DDI) correlation and co-occurrence relationship. However, the hierarchical dependency among medication labels and diversity of difficulty among MR training examples lack sufficient consideration. In this paper, we propose a framework of Curriculum learning Enhanced Hierarchical multi-label classification for MR (CEHMR). Motivated by the category hierarchy of medications which organizes standard medication codes in a hierarchical structure, we utilize it to provide more trustworthy prior knowledge for modeling label dependency. Specifically, we design a hierarchical multi-label classifier with a learnable gate fusion layer, to simultaneously capture the level-independent (local) and level-dependent (global) hierarchical information in the medication hierarchy. In addition, to overcome the diversity of training example difficulties, and progressively achieve a smoother training process, we introduce a bootstrap-based curriculum learning strategy. Hence, the example difficulty can be measured based on the predictive performance of the MR model, and then all training examples would be retrained from easy to hard under the guidance of a predefined training scheduler. Experiments on the real-world medical MIMIC-III database demonstrate that the proposed framework can achieve state-of-the-art performance compared with seven representative baselines, and extensive ablation studies validate the effectiveness of each component of CEHMR.