Code completion, one of the most useful features in the Integrated Development Environments (IDEs), can accelerate software development by suggesting the libraries, APIs, and method names in real-time. Recent studies have shown that statistical language models can improve the performance of code completion tools through learning from large-scale software repositories. However, these models suffer from three major drawbacks: a) The hierarchical structural information of the programs is not fully utilized in the program’s representation; b) In programs, the semantic relationships can be very long. Existing recurrent neural networks based language models are not sufficient to model the long-term dependency. c) Existing approaches perform a specific task in one model, which leads to the underuse of the information from related tasks. To address these challenges, in this paper, we propose a self-attentional neural architecture for code completion with multi-task learning. To utilize the hierarchical structural information of the programs, we present a novel method that considers the path from the predicting node to the root node. To capture the long-term dependency in the input programs, we adopt a self-attentional architecture based network as the base language model. To enable the knowledge sharing between related tasks, we creatively propose a Multi-Task Learning (MTL) framework to learn two related tasks in code completion jointly. Experiments on three real-world datasets demonstrate the effectiveness of our model when compared with state-of-the-art methods.