In this paper, we present an effective method to analyze the recognition confidence of handwritten Chinese character, based on the softmax regression score of a high performance convolutional neural networks (CNN). Through careful and thorough statistics of 827,685 testing samples that randomly selected from total 8836 different classes of Chinese characters, we find that the confidence measurement based on CNN is an useful metric to know how reliable the recognition results are. Furthermore, we find by experiments that the recognition confidence can be used to find out similar and confusable character-pairs, to check wrongly or cursively written samples, and even to discover and correct mis-labelled samples. Many interesting observations and statistics are given and analyzed in this study.