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As MR Rician noise and CT low-dose perfusion noise have a complicated distribution, it is still a challenging task to automatically and accurately remove the noises existing in MR and CT images. Recently, convolutional neural networks have shown favorable performance on image denoising tasks. However, existing methods ignored the hierarchical features extracted from multi-supervision inner layers and estimated the denoised image just by the last single layer, which can not adequately reserve the details of the image. In this paper, we propose a cascaded multi-supervision convolutional neural network named CMSNet to remove the low-dose perfusion noise in CT images and the Rician noise exist in MR images. The CMSNet consists of a multi-supervision network (MSNet) followed with a Refinement network. MSNet is presented to predict the noise constrained by the supervisions from last three convolution layers, which can help acquire more accurate noise prediction and thus obtain the noise-free image. Refinement network is introduced to relief the details lost problem caused by the denoising operation. We employ a progressive training strategy, i.e., MSNet is first trained independently to predict the preliminary noise and then jointly trained with Refinement network for more accurate noise estimating, which can boost the network performance. Experiments are conducted on clinic abdominal MR and CT images, and the results show that our proposed model achieved a promising performance in terms of unknown noise level, a specific noise level on peak signal to noise ratio (PSNR) and global structure similarity index measurement (SSIM).