Background: Deep learning has presented great potential in accurate MR image segmentation when enough labeled data are provided for network optimization. However, manually annotating 3D MR images is tedious and time-consuming, requiring experts with rich domain knowledge and experience. Purpose: To build a deep learning method exploring sparse annotations, namely only a single 2D slice label for each 3D training MR image. Population: 3D MR images of 150 subjects from two publicly available datasets were included. Among them, 50 (1,377 image slices) are for prostate segmentation. The other 100 (8,800 image slices) are for left atrium segmentation. Five-fold cross-validation experiments were carried out utilizing the first dataset. For the second dataset, 80 subjects were used for training and 20 were used for testing. Assessment: A collaborative learning method by integrating the strengths of semi-supervised and self-supervised learning schemes was developed. The method was trained using labeled central slices and unlabeled non-central slices. Segmentation performance on testing set was reported quantitatively and qualitatively. Results: Compared to FS-LCS, MT, UA-MT, DCT-Seg, ICT, and AC-MT, the proposed method achieved a substantial improvement in segmentation accuracy, increasing the mean B-IoU significantly by more than 10.0% for prostate segmentation (proposed method B-IoU: 70.3% vs. ICT B-IoU: 60.3%) and by more than 6.0% for left atrium segmentation (proposed method B-IoU: 66.1% vs. ICT B-IoU: 60.1%).