Diabetic Retinopathy (DR) and Diabetic Macular Edema (DME) are the two major complications of diabetes and have a significant impact on working individuals of the world population. DR doesn’t give any early symptoms. Therefore, it is important to diagnose DR at an early stage. The two above mentioned diseases usually depend on the presence and areas of lesions in fundus images. The four main related lesions include soft exudates, hard exudates, microaneurysms, and haemorrhages. Since lesions in retinal fundus images are a pivotal indicator of DR, analyzing retinal fundus images is the most popular method for DR screening. The examination of fundus images is time-consuming and small lesions are hard to observe. Therefore, adopting deep learning techniques for lesion segmentation is of great importance. In this project, we use one of the deep learning techniques called U-Net, which is a variant of Convolutional Neural Networks (CNN) for multiple lesion segmentation.