Tag signal detection is one of the key tasks in ambient backscatter communication (AmBC) systems. However, obtaining perfect channel state information (CSI) is challenging and costly, which makes AmBC systems suffer from a high bit error rate (BER). To eliminate the requirement of channel estimation and to improve the system performance, in this paper, we adopt a deep transfer learning (DTL) approach to implicitly extract the features of channel and directly recover tag symbols. To this end, we develop a DTL detection framework which consists of offline learning, transfer learning, and online detection. Specifically, a DTL-based likelihood ratio test (DTL-LRT) is derived based on the minimum error probability (MEP) criterion. As a realization of the developed framework, we then apply convolutional neural networks (CNN) to intelligently explore the features of the sample covariance matrix, which facilitates the design of a CNN-based algorithm for tag signal detection. Exploiting the powerful capability of CNN in extracting features of data in the matrix formation, the proposed method is able to further improve the system performance. In addition, an asymptotic explicit expression is also derived to characterize the properties of the proposed CNN-based method when the number of samples is sufficiently large. Finally, extensive simulation results demonstrate that the BER performance of the proposed method is comparable to that of the optimal detection method with perfect CSI.