Recently, spiking neural network (SNN) has received significant attentions for its biological plausibility. SNN theoretically has at least the same computational power as traditional artificial neural networks (ANNs), and it has the potential to achieve revolutionary energy-efficiency. However, at current stage, it is still a big challenge to train a very deep SNN. In this paper, we propose an efficient approach to build a spiking version of deep residual network (ResNet), which represents the state-of-the-art convolutional neural networks (CNNs). We employ the idea of converting a trained ResNet to a network of spiking neurons named Spiking ResNet. To address the conversion problem, we propose a shortcut normalisation mechanism to appropriately scale continuous-valued activations to match firing rates in SNN, and a layer-wise error compensation approach to reduce the error caused by discretisation. Experimental results on MNIST, CIFAR-10, and CIFAR-100 demonstrate that the proposed Spiking ResNet yields the state-of-the-art performance of SNNs.