We present LS-CRF, a new method for very efficient large-scale training of Conditional Random Fields (CRFs). It is inspired by existing closed-form expressions for the maximum likelihood parameters of a generative graphical model with tree topology. LS-CRF training requires only solving a set of independent regression problems, for which closed-form expression as well as efficient iterative solvers are available. This makes it orders of magnitude faster than conventional maximum likelihood learning for CRFs that require repeated runs of probabilistic inference. At the same time, the models learned by our method still allow for joint inference at test time. We apply LS-CRF to the task of semantic image segmentation, showing that it is highly efficient, even for loopy models where probabilistic inference is problematic. It allows the training of image segmentation models from significantly larger training sets than had been used previously. We demonstrate this on two new datasets that form a second contribution of this paper. They consist of over 180,000 images with figure-ground segmentation annotations. Our large-scale experiments show that the possibilities of CRF-based image segmentation are far from exhausted, indicating, for example, that semi-supervised learning and the use of non-linear predictors are promising directions for achieving higher segmentation accuracy in the future.