Deep learning with a convolutional neural network (CNN) is gaining attention recently for its high performance in image recognition. Images themselves can be utilized in a learning process with this technique, and feature extraction in advance of the learning process is not required. Important features can be automatically learned. Thanks to the development of hardware and software in addition to techniques regarding deep learning, application of this technique to radiological images for predicting clinically useful information, such as the detection and the evaluation of lesions, etc., are beginning to be investigated. This article illustrates basic technical knowledge regarding deep learning with CNNs along the actual course (collecting data, implementing CNNs, and training and testing phases). Pitfalls regarding this technique and how to manage them are also illustrated. We also described some advanced topics of deep learning, results of recent clinical studies, and the future directions of clinical application of deep learning techniques.