Index modulation (IM) reduces the power consumption and hardware cost of the multiple-input multiple-output (MIMO) system by activating part of the antennas for data transmission. However, IM significantly increases the complexity of the receiver and needs accurate channel estimation to guarantee its performance. To tackle these challenges, in this paper, we design a deep learning (DL) based detector for the IM aided MIMO (IM-MIMO) systems. We first formulate the detection process as a sparse reconstruction problem by utilizing the inherent attributes of IM. Then, based on greedy strategy, we design a DL based detector, called IMRecoNet, to realize this sparse reconstruction process. Different from the general neural networks, we introduce complex value operations to adapt the complex signals in communication systems. To the best of our knowledge, this is the first attempt that introduce complex valued neural network to the design of detector for the IM-MIMO systems. Finally, to verify the adaptability and robustness of the proposed detector, simulations are carried out with consideration of inaccurate channel state information (CSI) and correlated MIMO channels. The simulation results demonstrate that the proposed detector outperforms existing algorithms in terms of antenna recognition accuracy and bit error rate under various scenarios.