To phased microphone array for sound source localization, algorithm with both high computational efficiency and high precision is a persistent pursuit. In this paper convolutional neural network (CNN) a kind of deep learning is preliminarily applied as a new algorithm. At high frequency CNN can reconstruct the sound localizations with excellent spatial resolution as good as DAMAS, within a very short time as short as conventional beamforming. This exciting result means that CNN perfectly finds source distribution directly from cross-spectral matrix without given propagation function in advance, and thus CNN deserves to be further explored as a new algorithm.