Hierarchical classification aims to sort the object into a hierarchical structure of categories. In this paper, we propose Label Hierarchy Transition (LHT), a unified probabilistic framework based on deep learning, to address the challenges of hierarchical classification. The LHT framework consists of a transition network and a confusion loss, which can effectively encode the underlying correlations embedded within class hierarchies. We experiment with a series of public benchmark datasets for hierarchical classification problems, and the results demonstrate the superiority of our approach beyond current state-of-the-art methods. Furthermore, we extend our proposed LHT framework to the skin lesion diagnosis task and validate its great potential in computer-aided diagnosis.