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Deep learning is gaining significant traction in a wide range of areas. Whereas, recent studies have demonstrated that deep learning exhibits the fatal weakness on adversarial examples. Due to the black-box nature and un-transparency problem of deep learning, it is difficult to explain the reason for the existence of adversarial examples and also hard to defend against them. This study focuses on improving the adversarial robustness of convolutional neural networks. We first explore how adversarial examples behave inside the network through visualization. We find that adversarial examples produce perturbations in hidden activations, which forms an amplification effect to fool the network. Motivated by this observation, we propose an approach, termed as sanitizing hidden activations, to help the network correctly recognize adversarial examples by eliminating or reducing the perturbations in hidden activations. To demonstrate the effectiveness of our approach, we conduct experiments on three widely used datasets: MNIST, CIFAR-10 and ImageNet, and also compare with state-of-the-art defense techniques. The experimental results show that our sanitizing approach is more generalized to defend against different kinds of attacks and can effectively improve the adversarial robustness of convolutional neural networks.