Resource allocation is of great importance in the next generation wireless communication systems, especially for cognitive radio networks (CRNs). Many resource allocation strategies have been proposed to optimize the performance of CRNs. However, it is challenging to implement these strategies and achieve real-time performance in wireless systems since most of them need accurate and timely channel state information and/or other network statistics. In this paper a resource allocation strategy based on deep neural networks (DNN) is proposed and the training method is presented to train the neural networks. Simulation results show that our proposed strategy based on DNN is efficient in terms of the computation time compared with the conventional resource allocation schemes.