Defect prediction is a very meaningful topic, particularly at change-level. Change-level defect prediction, which is also referred as just-in-time defect prediction, could not only ensure software quality in the development process, but also make the developers check and fix the defects in time. Nowadays, deep learning is a hot topic in the machine learning literature. Whether deep learning can be used to improve the performance of just-in-time defect prediction is still uninvestigated. In this paper, to bridge this research gap, we propose an approach Deeper which leverages deep learning techniques to predict defect-prone changes. We first build a set of expressive features from a set of initial change features by leveraging a deep belief network algorithm. Next, a machine learning classifier is built on the selected features. To evaluate the performance of our approach, we use datasets from six large open source projects, i.e., Bugzilla, Columba, JDT, Platform, Mozilla, and PostgreSQL, containing a total of 137,417 changes. We compare our approach with the approach proposed by Kamei et al. The experimental results show that on average across the 6 projects, Deeper could discover 32.22% more bugs than Kamei et al's approach (51.04% versus 18.82% on average). In addition, Deeper can achieve F1-scores of 0.22-0.63, which are statistically significantly higher than those of Kamei et al.'s approach on 4 out of the 6 projects.