In this paper, we consider same-day delivery with a heterogeneous fleet of vehicles and drones. Customers make delivery requests over the course of the day and the dispatcher dynamically dispatches vehicles and drones to deliver the goods to customers before their delivery deadline. Vehicles can deliver multiple packages in one route but travel relatively slowly due to the urban traffic. Drones travel faster, but they have limited capacity and require charging or battery swaps. To exploit the different strengths of the fleets, we propose a deep Q-learning approach. Our method learns the value of assigning a new customer to either drones or vehicles as well as the option to not offer service at all. To aid feature selection, we present an analytical analysis that demonstrates the role that different types of information have on the value function and decision making. In a systematic computational analysis, we show the superiority of our policy compared to benchmark policies and the effectiveness of our deep Q-learning approach.