Existing meta-learning based few-shot learning (FSL) methods typically adopt an episodic training strategy whereby each episode contains a meta-task. Across episodes, these tasks are sampled randomly and their relationships are ignored. In this paper, we argue that the inter-meta-task relationships should be exploited and those tasks are sampled strategically to assist in meta-learning. Specifically, we consider the relationships defined over two types of meta-task pairs and propose different strategies to exploit them. (1) Two meta-tasks with disjoint sets of classes: this pair is interesting because it is reminiscent of the relationship between the source seen classes and target unseen classes, featured with domain gap caused by class differences. A novel learning objective termed meta-domain adaptation (MDA) is proposed to make the meta-learned model more robust to the domain gap. (2) Two meta-tasks with identical sets of classes: this pair is useful because it can be employed to learn models that are robust against poorly sampled few-shots. To that end, a novel meta-knowledge distillation (MKD) objective is formulated. Extensive experiments demonstrate that both MDA and MKD significantly boost the performance of a variety of FSL methods, resulting in new state-of-the-art on three benchmarks.