In this paper, we investigate the problem of animal sound classification using deep learning and propose a system based on convolutional neural network architecture. As the input to the network, sound files were preprocessed to extract Mel Frequency Cepstral Coefficients (MFCC) using LibROSA library. To train and test the system we have collected 875 animal sound samples from an online sound source site for 10 different animal types. We report classification confusion matrices and the results obtained by different gradient descent optimizers. The best accuracy of 75% was obtained by Nesterov-accelerated Adaptive Moment Estimation (Nadam).