Pedestrian's road crossing behaviour is one of the important aspects of urban dynamics that will be affected by the introduction of autonomous vehicles. In this study we introduce DeepSurvival, a novel framework for estimating pedestrian's waiting time at unsignalized mid-block crosswalks in mixed traffic conditions. We exploit the strengths of deep learning in capturing the nonlinearities in the data and develop a cox proportional hazard model with a deep neural network as the log-risk function. An embedded feature selection algorithm for reducing data dimensionality and enhancing the interpretability of the network is also developed. We test our framework on a dataset collected from 160 participants using an immersive virtual reality environment. Validation results showed that with a C-index of 0.64 our proposed framework outperformed the standard cox proportional hazard-based model with a C-index of 0.58.