We propose gradient adversarial training, an auxiliary deep learning framework applicable to different machine learning problems. In gradient adversarial training, we leverage a prior belief that in many contexts, simultaneous gradient updates should be statistically indistinguishable from each other. We enforce this consistency using an auxiliary network that classifies the origin of the gradient tensor, and the main network serves as an adversary to the auxiliary network in addition to performing standard task-based training. We demonstrate gradient adversarial training for three different scenarios: (1) as a defense to adversarial examples we classify gradient tensors and tune them to be agnostic to the class of their corresponding example, (2) for knowledge distillation, we do binary classification of gradient tensors derived from the student or teacher network and tune the student gradient tensor to mimic the teacher's gradient tensor; and (3) for multi-task learning we classify the gradient tensors derived from different task loss functions and tune them to be statistically indistinguishable. For each of the three scenarios we show the potential of gradient adversarial training procedure. Specifically, gradient adversarial training increases the robustness of a network to adversarial attacks, is able to better distill the knowledge from a teacher network to a student network compared to soft targets, and boosts multi-task learning by aligning the gradient tensors derived from the task specific loss functions. Overall, our experiments demonstrate that gradient tensors contain latent information about whatever tasks are being trained, and can support diverse machine learning problems when intelligently guided through adversarialization using a auxiliary network.