Implanted devices providing real-time neural activity classification and control are increasingly used to treat neurological disorders, such as epilepsy and Parkinson's disease. Classification performance is critical to identifying brain states appropriate for the therapeutic action. However, advanced algorithms that have shown promise in offline studies, in particular deep learning (DL) methods, have not been deployed on resource-restrained neural implants. Here, we designed and optimized three embedded DL models of commonly adopted architectures and evaluated their inference performance in a case study of seizure detection. A deep neural network (DNN), a convolutional neural network (CNN), and a long short-term memory (LSTM) network were designed to classify ictal, preictal, and interictal phases from the CHB-MIT scalp EEG database. After iterative model compression and quantization, the algorithms were deployed on a general-purpose, off-the-shelf microcontroller. Inference sensitivity, false positive rate, execution time, memory size, and power consumption were quantified. For seizure event detection, the sensitivity and FPR (h-1) for the DNN, CNN, and LSTM models were 87.36%/0.169, 96.70%/0.102, and 97.61%/0.071, respectively. Predicting seizures for early warnings was also feasible. The implemented compression and quantization achieved a significant saving of power and memory with an accuracy degradation of less than 0.5%. Edge DL models achieved performance comparable to many prior implementations that had no time or computational resource limitations. Generic microcontrollers can provide the required memory and computational resources, while model designs can be migrated to ASICs for further optimization. The results suggest that edge DL inference is a feasible option for future neural implants to improve classification performance and therapeutic outcomes.