In this work, we exploit the task of joint classification and weakly supervised localization of thoracic diseases from chest radiographs, with only image-level disease labels coupled with disease severity-level (DSL) information of a subset. A convolutional neural network (CNN) based attention-guided curriculum learning (AGCL) framework is presented, which leverages the severity-level attributes mined from radiology reports. Images in order of difficulty (grouped by different severity-levels) are fed to CNN to boost the learning gradually. In addition, highly confident samples (measured by classification probabilities) and their corresponding class-conditional heatmaps (generated by the CNN) are extracted and further fed into the AGCL framework to guide the learning of more distinctive convolutional features in the next iteration. A two-path network architecture is designed to regress the heatmaps from selected seed samples in addition to the original classification task. The joint learning scheme can improve the classification and localization performance along with more seed samples for the next iteration. We demonstrate the effectiveness of this iterative refinement framework via extensive experimental evaluations on the publicly available ChestXray14 dataset. AGCL achieves over 5.7% (averaged over 14 diseases) increase in classification AUC and 7%/11% increases in Recall/Precision for the localization task compared to the state of the art.