Backpropagation has been widely used in deep learning approaches, but it is inefficient and sometimes unstable because of backward locking and vanishing/exploding gradient problems, especially when the gradient flow is long. Additionally, updating all edge weights based on a single objective seems biologically implausible. In this paper, we introduce a novel biologically motivated learning structure called Associated Learning, which modularizes the network into smaller components, each of which has a local objective. Because the objectives are mutually independent, Associated Learning can learn the parameters independently and simultaneously when these parameters belong to different components. Surprisingly, training deep models by Associated Learning yields comparable accuracies to models trained using typical backpropagation methods, which aims at fitting the target variable directly. Moreover, probably because the gradient flow of each component is short, deep networks can still be trained with Associated Learning even when some of the activation functions are sigmoid-a situation that usually results in the vanishing gradient problem when using typical backpropagation. We also found that the Associated Learning generates better metafeatures, which we demonstrated both quantitatively (via inter-class and intra-class distance comparisons in the hidden layers) and qualitatively (by visualizing the hidden layers using t-SNE).