Cross-modal image synthesis is a topical problem in medical image computing. Existing methods for image synthesis are either tailored to a specific application, require large scale training sets, or are based on partitioning images into overlapping patches. In this paper, we propose a novel Dual cOnvolutional filTer lEarning (DOTE) approach to overcome the drawbacks of these approaches. We construct a closed loop joint filter learning strategy that generates informative feedback for model self-optimization. Our method can leverage data more efficiently thus reducing the size of the required training set. We extensively evaluate DOTE in two challenging tasks: image super-resolution and cross-modality synthesis. The experimental results demonstrate superior performance of our method over other state-of-the-art methods.