Convolutive Non-Negative Matrix Factorization model factorizes a given audio spectrogram using frequency templates with a temporal dimension. In this paper, we present a convolutional auto-encoder model that acts as a neural network alternative to convolutive NMF. Using the modeling flexibility granted by neural networks, we also explore the idea of using a Recurrent Neural Network in the encoder. Experimental results on speech mixtures from TIMIT dataset indicate that the convolutive architecture provides a significant improvement in separation performance in terms of BSSeval metrics.