Many known supervised deep learning methods for medical image segmentation suffer an expensive burden of data annotation for model training. Recently, few-shot segmentation methods were proposed to alleviate this burden, but such methods often showed poor adaptability to the target tasks. By prudently introducing interactive learning into the few-shot learning strategy, we develop a novel few-shot segmentation approach called Interactive Few-shot Learning (IFSL), which not only addresses the annotation burden of medical image segmentation models but also tackles the common issues of the known few-shot segmentation methods. First, we design a new few-shot segmentation structure, called Medical Prior-based Few-shot Learning Network (MPrNet), which uses only a few annotated samples (e.g., 10 samples) as support images to guide the segmentation of query images without any pre-training. Then, we propose an Interactive Learning-based Test Time Optimization Algorithm (IL-TTOA) to strengthen our MPrNet on the fly for the target task in an interactive fashion. To our best knowledge, our IFSL approach is the first to allow few-shot segmentation models to be optimized and strengthened on the target tasks in an interactive and controllable manner. Experiments on four few-shot segmentation tasks show that our IFSL approach outperforms the state-of-the-art methods by more than 20% in the DSC metric. Specifically, the interactive optimization algorithm (IL-TTOA) further contributes ~10% DSC improvement for the few-shot segmentation models.