Target tracking in hyperspectral videos is a new research topic. In this paper, a novel method based on convolutional network and Kernelized Correlation Filter (KCF) framework is presented for tracking objects of interest in hyperspectral videos. We extract a set of normalized three-dimensional cubes from the target region as fixed convolution filters which contain spectral information surrounding a target. The feature maps generated by convolutional operations are combined to form a three-dimensional representation of an object, thereby providing effective encoding of local spectral-spatial information. We show that a simple two-layer convolutional networks is sufficient to learn robust representations without the need of offline training with a large dataset. In the tracking step, KCF is adopted to distinguish targets from neighboring environment. Experimental results demonstrate that the proposed method performs well on sample hyperspectral videos, and outperforms several state-of-the-art methods tested on grayscale and color videos in the same scene.