Licenses for a majority of the activities are directly issued by the licensing authority: Department of Economic Development, Dubai .

However certain activities require special approval from the related ministry /department:

Medical pharmacy etc – Ministry of Health
Air transport, air cargo etc – Department of Civil Aviation
Financial institutions, Banks, money exchange etc – Central Bank
New industrial project, expansion - Ministry of Finance and Industry
Publishing, printing, newspaper, advertising, video film, photography etc - Ministry of Information
Education, training etc – Ministry of Education
Agriculture, veterinary etc – Ministry of Agriculture
Customs clearance, fright forwarding sea cargo etc - Seaports and Customs Authority , Telecommunication equipment- Ministry of Communication
Branch of foreign company, insurance company, chartered accountants firm etc- Ministry of Economy
Legal consultancy – The Ruler’s Court
Engineering and constructing etc - Dubai Municipality
Hotels, hotel apartments, and tourism related businesses - Department of Tourism and Marketing

If you are setting up in one of the free zones in Dubai, you will need to deal with the respective Free Zone Authorities.