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Transfer learning can enhance classification performance of a target domain with insufficient training data by utilizing knowledge relating to the target domain from source domain. Nowadays, it is common to see two or more source domains available for knowledge transfer, which can improve performance of learning tasks in the target domain. However, the classification performance of the target domain decreases due to mismatching of probability distribution. Recent studies have shown that deep learning can build deep structures by extracting more effective features to resist the mismatching. In this paper, we propose a new multi-source deep transfer neural network algorithm, MultiDTNN, based on convolutional neural network and multi-source transfer learning. In MultiDTNN, joint probability distribution adaptation (JPDA) is used for reducing the mismatching between source and target domains to enhance features transferability of the source domain in deep neural networks. Then, the convolutional neural network is trained by utilizing the datasets of each source and target domain to obtain a set of classifiers. Finally, the designed selection strategy selects classifier with the smallest classification error on the target domain from the set to assemble the MultiDTNN framework. The effectiveness of the proposed MultiDTNN is verified by comparing it with other state-of-the-art deep transfer learning on three datasets. [ABSTRACT FROM AUTHOR]