The widespread mobile devices facilitated the emergence of many new applications and services. Among them are location-based services (LBS) that provide services based on user's location. Several techniques have been presented to enable LBS even in indoor environments where Global Positioning System (GPS) has low localization accuracy. These methods use some environment measurements (like Channel State Information (CSI) or Received Signal Strength (RSS)) for user localization. In this paper, we will use CSI and a novel deep learning algorithm to design a robust and efficient system for indoor localization. More precisely, we use supervised autoencoder (SAE) to model the environment using the data collected during the training phase. Then, during the testing phase, we use the trained model and estimate the coordinates of the unknown point by checking different possible labels. Unlike the previous fingerprinting approaches, in this work, we do not store the {CSI/RSS} of fingerprints and instead we model the environment only with a single SAE. The performance of the proposed scheme is then evaluated in two indoor environments and compared with that of similar approaches.