This Letter presents a neural estimator for entropy production, or NEEP, that estimates entropy production (EP) from trajectories without any prior knowledge of the system. For steady state, we rigorously prove that the estimator, which can be built up from different choices of deep neural networks, provides stochastic EP by optimizing the objective function proposed here. We verify the NEEP with the stochastic processes of the bead-spring and discrete flashing ratchet models, and also demonstrate that our method is applicable to high-dimensional data and non-Markovian systems.