Deep Neural Networks (DNNs) are known to make overconfident mistakes, which makes their use problematic in safety-critical applications. State-of-the-art (SOTA) calibration techniques improve on the confidence of predicted labels alone, and leave the confidence of non-max classes (e.g. top-2, top-5) uncalibrated. Such calibration is not suitable for § Equal contribution label refinement using post-processing. Further, most SOTA techniques learn a few hyper-parameters post-hoc, leaving out the scope for image, or pixel specific calibration. This makes them unsuitable for calibration under domain shift, or for dense prediction tasks like semantic segmentation. In this paper, we argue for intervening at the train time itself, so as to directly produce calibrated DNN models. We propose a novel auxiliary loss function: Multi-class Difference in Confidence and Accuracy (MDCA), to achieve the same.