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Most of the current metric learning methods are proposed for point-to-point distance (PPD) based classification. In many computer vision tasks, however, we need to measure the point-to-set distance (PSD) and even set-to-set distance (SSD) for classification. In this paper, we extend the PPD based Mahalanobis distance metric learning to PSD and SSD based ones, namely point-to-set distance metric learning (PSDML) and set-to-set distance metric learning (SSDML), and solve them under a unified optimization framework. First, we generate positive and negative sample pairs by computing the PSD and SSD between training samples. Then, we characterize each sample pair by its covariance matrix, and propose a covariance kernel based discriminative function. Finally, we tackle the PSDML and SSDML problems by using standard support vector machine solvers, making the metric learning very efficient for multiclass visual classification tasks. Experiments on gender classification, digit recognition, object categorization and face recognition show that the proposed metric learning methods can effectively enhance the performance of PSD and SSD based classification.