In this paper we address the following problem in web document and information retrieval (IR): How can we use long-term context information to gain better IR performance? Unlike common IR methods that use bag of words representation for queries and documents, we treat them as a sequence of words and use long short term memory (LSTM) to capture contextual dependencies. To the best of our knowledge, this is the first time that LSTM is applied to information retrieval tasks. Unlike training traditional LSTMs, the training strategy is different due to the special nature of information retrieval problem. Experimental evaluation on an IR task derived from the Bing web search demonstrates the ability of the proposed method in addressing both lexical mismatch and long-term context modelling issues, thereby, significantly outperforming existing state of the art methods for web document retrieval task.