Previous researches of sketches often considered sketches in pixel format and leveraged CNN based models in the sketch understanding. Fundamentally, a sketch is stored as a sequence of data points, a vector format representation, rather than the photo-realistic image of pixels. SketchRNN studied a generative neural representation for sketches of vector format by Long Short Term Memory networks (LSTM). Unfortunately, the representation learned by SketchRNN is primarily for the generation tasks, rather than the other tasks of recognition and retrieval of sketches. To this end and inspired by the recent BERT model, we present a model of learning Sketch Bidirectional Encoder Representation from Transformer (Sketch-BERT). We generalize BERT to sketch domain, with the novel proposed components and pre-training algorithms, including the newly designed sketch embedding networks, and the self-supervised learning of sketch gestalt. Particularly, towards the pre-training task, we present a novel Sketch Gestalt Model (SGM) to help train the Sketch-BERT. Experimentally, we show that the learned representation of Sketch-BERT can help and improve the performance of the downstream tasks of sketch recognition, sketch retrieval, and sketch gestalt.