This paper presents a deep learning based model predictive control algorithm for control affine nonlinear discrete time systems with matched and bounded state-dependent uncertainties of unknown structure. Since the structure of uncertainties is not known, a deep neural network (DNN) is employed to approximate the disturbances. In order to avoid any unwanted behavior during the learning phase, a tube based model predictive controller is employed, which ensures satisfaction of constraints and input-to-state stability of the closed-loop states.