We present a novel yet simple deep learning approach, dubbed EPR-Net, for constructing the potential landscape of high-dimensional non-equilibrium steady state (NESS) systems. The key idea of our approach is to utilize the fact that the negative potential gradient is the orthogonal projection of the driving force in a weighted Hilbert space with respect to the steady-state distribution. The constructed loss function also coincides with the entropy production rate (EPR) formula in NESS theory. This approach can be extended to dealing with dimensionality reduction and state-dependent diffusion coefficients in a unified fashion. The robustness and effectiveness of the proposed approach are demonstrated by numerical studies of several high-dimensional biophysical models with multi-stability, limit cycle, or strange attractor with non-vanishing noise.