Recovering the image of an object from its phaseless speckle pattern is difficult. Let alone the transmission matrix is unknown in multiple scattering media imaging. Double phase retrieval is a recently proposed efficient method which recovers the unknown object from its phaseless measurements by two steps with phase retrieval. In this paper, we combine the two steps in double phase retrieval and construct an end-to-end neural network called TCNN(Transforming Convolutional Neural Network) which directly learns the relationship between the phaseless measurements and the object. TCNN contains a special layer called transform layer which aims to be a bridge between different transform domains. Tested by the empirical data provided in\cite{Metzler2017Coherent}, images can be recovered by TCNN with comparable quality compared with state-of-the-art methods. Not only the transmission matrix needn't to be calculated but also the time to recover the object can be hugely reduced once the parameters of TCNN are stable.