Optical fringe patterns are often contaminated by speckle noise, making it difficult to accurately and robustly extract their phase fields. Thereupon we propose a filtering method based on deep learning, called optical fringe patterns denoising convolutional neural network (FPD-CNN), for directly removing speckle from the input noisy fringe patterns. The FPD-CNN method is divided into multiple stages, each stage consists of a set of convolutional layers along with batch normalization and leaky rectified linear unit (Leaky ReLU) activation function. The end-to-end joint training is carried out using the Euclidean loss. Extensive experiments on simulated and experimental optical fringe patterns, specially finer ones with high density, show that the proposed method is superior to some state-of-the-art denoising techniques in spatial or transform domains, efficiently preserving main features of fringe at a fairly fast speed.