Research in automatic analysis of facial expressions mainly focuses on recognising the seven basic ones. However, compound expressions are more diverse and represent the complexity and subtlety of our daily affective displays more accurately. Limited research has been conducted for compound expression recognition (CER), because only a few databases exist, which are small, lab controlled, imbalanced and static. In this paper we present an in-the-wild A/V database, C-EXPR-DB, consisting of 400 videos of 200K frames, annotated in terms of 13 compound expressions, valence-arousal emotion descriptors, action units, speech, facial landmarks and attributes. We also propose C-EXPR-NET, a multi-task learning (MTL) method for CER and AU detection (AU-D); the latter task is introduced to enhance CER performance. For AU-D we incorporate AU semantic description along with visual information. For CER we use a multi-label formulation and the KL-divergence loss. We also propose a distribution matching loss for coupling CER and AU-D tasks to boost their performance and alleviate negative transfer (i.e., when MT model’s performance is worse than that of at least one single-task model). An extensive experimental study has been conducted illustrating the excellent performance of C-EXPR-NET, validating the theoretical claims. Finally, C-EXPR-NET is shown to effectively generalize its knowledge in new emotion recognition contexts, in a zero-shot manner.