Dunes are the primary geomorphological type in deserts, and the distribution of dune morphologies is of significant importance for studying regional characteristics, formation mechanisms, and evolutionary processes. Traditional dune morphology classification methods rely on visual interpretation by humans, which is not only time-consuming and inefficient but also subjective in classification judgment. These issues have impeded the intelligent development of dune morphology classification. However, convolutional neural network (CNN) models exhibit robust feature representation capabilities for images and have achieved excellent results in image classification, providing a new method for studying dune morphology classification. Therefore, this paper summarizes five typical dune morphologies in the deserts of western Inner Mongolia, which can be used to define and describe most of the dune types in Chinese deserts. Subsequently, field surveys and the experimental collection of unmanned aerial vehicle (UAV) orthoimages for different dune types were conducted. Five different types of dune morphology datasets were constructed through manual segmentation, automatic rule segmentation, random screening, and data augmentation. Finally, the classification of dune morphologies and the exploration of dataset construction methods were conducted using the VGG16 and VGG19 CNN models. The classification results of dune morphologies were comprehensively analyzed using different evaluation metrics. The experimental results indicate that when the regular segmentation scale of UAV orthoimages is 1024 × 1024 pixels with an overlap of 100 pixels, the classification accuracy, precision, recall, and F1-Score of the VGG16 model reached 97.05%, 96.91%, 96.76%, and 96.82%, respectively. The method for constructing a dune morphology dataset from automatically segmented UAV orthoimages provides a reference value for the study of large-scale dune morphology classification.