Human beings can perceive a target sound type from a multi-source mixture signal by the selective auditory attention, however, such functionality was hardly ever explored in machine hearing. This paper addresses the target sound detection (TSD) task, which aims to detect the target sound signal from a mixture audio when a target sound's reference audio is given. We present a novel target sound detection network (TSDNet) which consists of two main parts: A conditional network which aims at generating a sound-discriminative conditional embedding vector representing the target sound, and a detection network which takes both the mixture audio and the conditional embedding vector as inputs and produces the detection result of the target sound. These two networks can be jointly optimized with a multi-task learning approach to further improve the performance. In addition, we study both strong-supervised and weakly-supervised strategies to train TSDNet and propose a data augmentation method by mixing two samples. To facilitate this research, we build a target sound detection dataset (\textit{i.e.} URBAN-TSD) based on URBAN-SED and UrbanSound8K datasets, and experimental results indicate our method could get the segment-based F scores of 76.3$\%$ and 56.8$\%$ on the strongly-labelled and weakly-labelled data respectively.