Fully-connected Conditional Random Field (CRF) is often used as post-processing to refine voxel classification results by encouraging spatial coherence. In this paper, we propose a new end-to-end training method called Posterior-CRF. In contrast with previous approaches which use the original image intensity in the CRF, our approach applies 3D, fully connected CRF to the posterior probabilities from a CNN and optimizes both CNN and CRF together. The experiments on white matter hyperintensities segmentation demonstrate that our method outperforms CNN, post-processing CRF and different end-to-end training CRF approaches.