Continuous audio analysis from embedded and mobile devices is an increasingly important application domain. More and more, appliances like the Amazon Echo, along with smartphones and watches, and even research prototypes seek to perform multiple discriminative tasks simultaneously from ambient audio; for example, monitoring background sound classes (e.g., music or conversation), recognizing certain keywords ('Hey Siri' or 'Alexa'), or identifying the user and her emotion from speech. The use of deep learning algorithms typically provides state-of-the-art model performances for such general audio tasks. However, the large computational demands of deep learning models are at odds with the limited processing, energy and memory resources of mobile, embedded and IoT devices. In this paper, we propose and evaluate a novel deep learning modeling and optimization framework that specifically targets this category of embedded audio sensing tasks. Although the supported tasks are simpler than the task of speech recognition, this framework aims at maintaining accuracies in predictions while minimizing the overall processor resource footprint. The proposed model is grounded in multi-task learning principles to train shared deep layers and exploits, as input layer, only statistical summaries of audio filter banks to further lower computations. We find that for embedded audio sensing tasks our framework is able to maintain similar accuracies, which are observed in comparable deep architectures that use single-task learning and typically more complex input layers. Most importantly, on an average, this approach provides almost a 2.1× reduction in runtime, energy, and memory for four separate audio sensing tasks, assuming a variety of task combinations. CCS Concepts: • Human-centered computing → Ubiquitous and mobile computing systems and tools; • Computer systems organization → Embedded systems;