The conventional Shack-Hartmann wavefront sensor (SHWS) requires wavefront slope measurements of every micro-lens for wavefront reconstruction. In this Letter, we applied deep learning on the SHWS to directly predict the wavefront distributions without wavefront slope measurements. The results show that our method could provide a lower root mean square wavefront error in high detection speed. The performance of the proposed method is also evaluated on challenging wavefronts, while the conventional approaches perform insufficiently. This Letter provides a new approach, to the best of our knowledge, to perform direct wavefront detection in SHWS-based applications.