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We introduce a one-shot segmentation method to alleviate the burden of manual annotation for medical images. The main idea is to treat one-shot segmentation as a classical atlas-based segmentation problem, 1 where voxel-wise correspondence from the atlas to the unlabelled data is learned. Subsequently, segmentation label of the atlas can be transferred to the unlabelled data with the learned correspondence. However, since ground truth correspondence between images is usually unavailable, the learning system must be well-supervised to avoid mode collapse and convergence failure. To overcome this difficulty, we resort to the forward-backward consistency, which is widely used in correspondence problems, and additionally learn the backward correspondences from the warped atlases back to the original atlas. This cycle-correspondence learning design enables a variety of extra, cycle-consistency-based supervision signals to make the training process stable, while also boost the performance. We demonstrate the superiority of our method over both deep learning-based one-shot segmentation methods and a classical multi-atlas segmentation method via thorough experiments.