Event detection classifies unlabeled sentences into event labels, which can benefit numerous applications including information retrieval, question answering and script learning. One of the major obstacles to event detection in reality is insufficient training data. To deal with the low-resource problem, we investigate few-shot event detection in this paper and propose TaLeM, a novel taxonomy-aware learning model, consisting of two components, i.e., the taxonomy-aware self-supervised learning framework (TaSeLF) and the taxonomy-aware prototypical networks (TaPN). Specifically, TaSeLF mines the taxonomy-aware distance relations to increase the training examples, which alleviates the generalization bottleneck brought by the insufficient data. TaPN introduces the Poincare embeddings to represent the label taxonomy, and integrates them into the task-adaptive projection networks, which tackles the problems of the class centroids distribution and the taxonomy-aware embedding distribution in the vanilla prototypical networks. Extensive experiments in four types of meta tasks demonstrate the superiority of our proposal over the competitive baselines, and verify the effectiveness as well as importance of modeling the label taxonomy.