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Towards clinical interpretations, this paper presents a new ''output-with-confidence'' segmentation neural network with multiple input images and multiple output segmentation maps and their pairwise relations. A confidence score of the test image without ground-truth can be estimated from the difference among the estimated relation maps. We evaluate the method based on the widely used vanilla U-Net for segmentation and our new model is named Relation U-Net which can output segmentation maps of the input images as well as an estimated confidence score of the test image without ground-truth. Experimental results on four public datasets show that Relation U-Net can not only provide better accuracy than vanilla U-Net but also estimate a confidence score which is linearly correlated to the segmentation accuracy on test images.