The auditory attention decoding (AAD) approach was proposed to determine the identity of the attended talker in a multi-talker scenario by analyzing electroencephalography (EEG) data. Although the linear model-based method has been widely used in AAD, the linear assumption was considered oversimplified and the decoding accuracy remained lower for shorter decoding windows. Recently, nonlinear models based on deep neural networks (DNN) have been proposed to solve this problem. However, these models did not fully utilize both the spatial and temporal features of EEG, and the interpretability of DNN models was rarely investigated. In this paper, we proposed novel convolutional recurrent neural network (CRNN) based regression model and classification model, and compared them with both the linear model and the state-of-the-art DNN models. Results showed that, our proposed CRNN-based classification model outperformed others for shorter decoding windows (around 90% for 2 s and 5 s). Although worse than classification models, the decoding accuracy of the proposed CRNN-based regression model was about 5% greater than other regression models. The interpretability of DNN models was also investigated by visualizing layers' weight.