In multi-user millimeter wave (mmWave) multiple-input-multiple-output (MIMO) systems, hybrid precoding is a crucial task to lower the complexity and cost while achieving a sufficient sum-rate. Previous works on hybrid precoding were usually based on optimization or greedy approaches. These methods either provide higher complexity or have sub-optimum performance. Moreover, the performance of these methods mostly relies on the quality of the channel data. In this work, we propose a deep learning (DL) framework to improve the performance and provide less computation time as compared to conventional techniques. In fact, we design a convolutional neural network for MIMO (CNN-MIMO) that accepts as input an imperfect channel matrix and gives the analog precoder and combiners at the output. The procedure includes two main stages. First, we develop an exhaustive search algorithm to select the analog precoder and combiners from a predefined codebook maximizing the achievable sum-rate. Then, the selected precoder and combiners are used as output labels in the training stage of CNN-MIMO where the input-output pairs are obtained. We evaluate the performance of the proposed method through numerous and extensive simulations and show that the proposed DL framework outperforms conventional techniques. Overall, CNN-MIMO provides a robust hybrid precoding scheme in the presence of imperfections regarding the channel matrix. On top of this, the proposed approach exhibits less computation time with comparison to the optimization and codebook based approaches.