This paper focuses on investigation of confidential documents leaks in the form of screen photographs. Proposed approach does not try to prevent leak in the first place but rather aims to determine source of the leak. Method works by applying on the screen a unique identifying watermark as semi-transparent image that is almost imperceptible for human eyes. Watermark image is static and stays on the screen all the time thus watermark present on every captured photograph of the screen. The key components of the approach are three neural networks. The first network generates an image with embedded message in a way that this image is almost invisible when displayed on the screen. The other two neural networks are used to retrieve embedded message with high accuracy. Developed method was comprehensively tested on different screen and cameras. Test results showed high efficiency of the proposed approach.