Deep learning algorithms such as convolutional neural networks (CNN) have been successfully applied in computer vision. This paper attempts to adapt the optical camera-oriented CNN to its microwave counterpart, i.e. synthetic aperture radar (SAR). As a preliminary study, a single layer of convolutional neural network is used to automatically learn features from SAR images. Instead of using the classical backpropagation algorithm, the convolution kernel is trained on randomly sampled image patches using unsupervised sparse auto-encoder. After convolution and pooling, an input SAR image is then transformed into a series of feature maps. These feature maps are then used to train a final softmax classifier. Initial experiments on MSTAR public data set show that an accuracy of 90.1% can be achieved on three types of targets classification task, and an accuracy of 84.7% is achievable on ten types of targets classification task.