The complexity and dynamism of microservices pose significant challenges to system reliability, and thereby, automated troubleshooting is crucial. Effective root cause localization after anomaly detection is crucial for ensuring the reliability of microservice systems. However, two significant issues rest in existing approaches: (1) Microservices generate traces, system logs, and key performance indicators (KPIs), but existing approaches usually consider traces only, failing to understand the system fully as traces cannot depict all anomalies; (2) Troubleshooting microservices generally contains two main phases, i.e., anomaly detection and root cause localization. Existing studies regard these two phases as independent, ignoring their close correlation. Even worse, inaccurate detection results can deeply affect localization effectiveness. To overcome these limitations, we propose Eadro, the first end-to-end framework to integrate anomaly detection and root cause localization based on multi-source data for troubleshooting large-scale microservices. The key insights of Eadro are the anomaly manifestations on different data sources and the close connection between detection and localization. Thus, Eadro models intra-service behaviors and inter-service dependencies from traces, logs, and KPIs, all the while leveraging the shared knowledge of the two phases via multi-task learning. Experiments on two widely-used benchmark microservices demonstrate that Eadro outperforms state-of-the-art approaches by a large margin. The results also show the usefulness of integrating multi-source data. We also release our code and data to facilitate future research.