In this paper, we consider the problem of classifying skin lesions into multiple classes using both dermoscopic and clinical images. Different convolutional neural network architectures are considered for this task and a novel ensemble scheme is proposed, which makes use of a progressive transfer learning strategy. The proposed approach is tested over a dataset of 4000 images containing both dermoscopic and clinical examples and it is shown to achieve an average specificity of 93.3% and an average sensitivity of 79.9% in discriminating skin lesions belonging to four different classes.