Previously, convolutional neural networks have made tremendous progress in target recognition based on micro-Doppler radar. However, these studies only considered the presence of one target at a time in the surveillance area. Simultaneous multi-targets recognition for surveillance radar remains a pretty challenging issue. To alleviate this issue, this letter develops a multi-instance multi-label (MIML) learning strategy, which can automatically locate the crucial input patterns that trigger the labels. Benefitting from its powerful target-label relation discovery ability, the proposed framework can be trained with limited supervision. We emphasize that only echoes from single targets are involved in training data, avoiding the preparation and annotation of multi-targets echo in the training stage. To verify the validity of the proposed method, we model two representative ground moving targets, i.e., person and wheeled vehicles, and carry out numerous comparative experiments. The result demonstrates that the developed framework can simultaneously recognize multiple targets and is also robust to variation of the signal-to-noise ratio (SNR), the initial position of targets, and the difference in scattering coefficient.