This work aims to investigate the use of deep neural network to detect commercial hobby drones in real-life environments by analyzing their sound data. The purpose of work is to contribute to a system for detecting drones used for malicious purposes, such as for terrorism. Specifically, we present a method capable of detecting the presence of commercial hobby drones as a binary classification problem based on sound event detection. We recorded the sound produced by a few popular commercial hobby drones, and then augmented this data with diverse environmental sound data to remedy the scarcity of drone sound data in diverse environments. We investigated the effectiveness of state-of-the-art event sound classification methods, i.e., a Gaussian Mixture Model (GMM), Convolutional Neural Network (CNN), and Recurrent Neural Network (RNN), for drone sound detection. Our empirical results, which were obtained with a testing dataset collected on an urban street, confirmed the effectiveness of these models for operating in a real environment. In summary, our RNN models showed the best detection performance with an F-Score of 0.8009 with 240 ms of input audio with a short processing time, indicating their applicability to real-time detection systems.