Diagnostic medical imaging is an important non-invasive tool in medicine. It provides doctors (i.e., radiologists) with rich diagnostic information in clinical practice. Computer-aided diagnosis (CAD) schemes aim to provide a tool to assist the doctors for reading and interpreting medical images. Traditional CAD schemes are based on hand-crafted features and shallow supervised learning algorithms. They are greatly limited by the difficulties of accurate region segmentation and effective feature extraction. In this dissertation, our motivation is to apply deep learning techniques to address these challenges. We comprehensively investigated the feasibilities of applying deep learning technique to develop medical image segmentation and computer-aided diagnosis schemes for different imaging modalities and different tasks. First, we applied a two-step convolutional neural network architecture for selection of abdomen part and segmentation of subtypes of adipose tissue from abdominal CT images. We demonstrated high agreement between the segmentation generated by human and by our proposed deep learning models. Second, we explored to combine transfer learning technique with traditional hand-crafted features to improve the accuracy of breast mass classification from digital mammograms. Our results show that the ensemble of hand-crafted features and transferred features yields improvement of prediction performances. Third, we proposed a 3D fully convolutional network architecture with a novel coarse-to-fine residual module for prostate segmentation from MRI. State-of-art segmentation accuracy was obtained by using this model. We also investigated the feasibilities of applying fully convolutional network for prostate cancer detection based on multi-parametric MRI and obtained promising detection accuracy. Last, we proposed a novel cascaded neural network architecture with post-processing steps for nuclear segmentation from histology images. Superiority of the model was demonstrated by experiments. In summary, these study results demonstrated that deep learning is a very promising technology to help significantly improve efficacy of developing computer-aided diagnosis schemes of medical images and achieve higher performance.