Emotion cause analysis (ECA) aims to identify the potential causes behind certain emotions intext. Lots of ECA models have been designed to extract the emotion cause at the clause level. However in many scenarios only extracting the cause clause is ambiguous. To ease the problemin this paper we introduce multi-level emotion cause analysis which focuses on identifying emotion cause clause (ECC) and emotion cause keywords (ECK) simultaneously. ECK is a more challenging task since it not only requires capturing the specific understanding of the role of eachword in the clause but also the relation between each word and emotion expression. We observethat ECK task can incorporate the contextual information from the ECC task while ECC taskcan be improved by learning the correlation between emotion cause keywords and emotion fromthe ECK task. To fulfill the goal of joint learning we propose a multi-head attention basedmulti-task learning method which utilizes a series of mechanisms including shared and privatefeature extractor multi-head attention emotion attention and label embedding to capture featuresand correlations between the two tasks. Experimental results show that the proposed method consistently outperforms the state-of-the-art methods on a benchmark emotion cause dataset.