Stress is known as one of the major factors threatening human health. A large number of studies have been performed in order to either assess or relieve stress by analyzing the brain and heart-related signals. In this study, signals produced by functional Near-Infrared Spectroscopy (fNIRS) of the brain recorded from 10 healthy volunteers are employed to assess the stress induced by the Montreal Imaging Stress Task by means of a deep learning system. The proposed deep learning system consists of two main parts: First, the one-dimensional convolutional neural network is employed to build informative feature maps. Then, a stack of deep fully connected layers is used to predict the stress existence probability. Experiment results showed that the trained fNIRS model performs stress classification by achieving 88.52 -+ 0.77% accuracy. Employment of the proposed deep learning system trained on the fNIRS measurements leads to higher stress classification accuracy than the existing methods proposed in fNIRS studies in which the same experimental procedure has been employed. The proposed method suggests better stability with lower variation in prediction. Furthermore, its low computational cost opens up the possibility to be applied in real-time stress assessment.