This paper is focused on the application of the machine learning for predicting structural response of ring stiffened cylindrical shells subjected to far-field underwater explosion. Three deep neural network (DNN) models are combined to predict the progressive plastic deformation behaviour of stiffened cylindrical shells subjected to the shock wave produced by a TNT charge. In the DNN regression models, the input variables include the charge mass, stand-off distance, detonation depth, cylindrical shell thickness, stiffener web and flange. These three DNN models composed of multi hidden layers are trained based on the data collection originated from a series of simulations performed by the ABAQUS finite element solver. Grid search is introduced to the hyperparameter tuning for deep learning, improving the prediction performance of machine learning methods. The DNN models are compared to the models trained using another three methods: multiple linear regression, decision tree and k-nearest neighbour. An improved Adam optimisation algorithm is used to increase the accuracy of prediction. The challenges encountered during the predictions are discussed to provide a more comprehensive insight into the advantage of the proposed DNN models. The DNN regression models can well predict the permanent plastic deformation and strain of stiffened cylindrical shells.