Tunnel boring machine (TBM) is a complex engineering system widely used for tunnel construction. In view of the complicated construction environments, it is necessary to predict geology conditions prior to excavation. In recent years, massive operation data of TBM has been recorded, and mining these data can provide important references and useful information for designers and operators of TBM. In this work, a geology prediction approach is proposed based on deep neural network and operation data. It can provide relatively accurate geology prediction results ahead of the tunnel face compared with the other prediction models based on statistical learning methods. The application case study on a tunnel in China shows that the proposed approach can accurately estimate the geological conditions prior to excavation, especially for the short range ahead of training data. This work can be regarded as a good complement to the geophysical prospecting approach during the construction of tunnels, and also highlights the applicability and potential of deep neural networks for other data mining tasks of TBMs.