Accurately identifying pregnancy status is imperative for a profitable dairy enterprise. Mid-infrared (MIR) spectroscopy is routinely used to determine fat and protein concentrations in milk samples. Mid-infrared spectra have successfully been used to predict other economically important traits, including fatty acid content, mineral content, body energy status, lactoferrin, feed intake, and methane emissions. Machine learning has been used in a variety of fields to find patterns in vast quantities of data. This study aims to use deep learning, a sub-branch of machine learning, to establish pregnancy status from routinely collected milk MIR spectral data. Milk spectral data were obtained from National Milk Records (Chippenham, UK), who collect large volumes of data continuously on a monthly basis. Two approaches were followed: using genetic algorithms for feature selection and network design (model 1), and transfer learning with a pretrained DenseNet model (model 2). Feature selection in model 1 showed that the number of wave points in MIR data could be reduced from 1,060 to 196 wave points. The trained model converged after 162 epochs with validation accuracy and loss of 0.89 and 0.18, respectively. Although the accuracy was sufficiently high, the loss (in terms of predicting only 2 labels) was considered too high and suggested that the model would not be robust enough to apply to industry. Model 2 was trained in 2 stages of 100 epochs each with spectral data converted to gray-scale images and resulted in accuracy and loss of 0.97 and 0.08, respectively. Inspection on inference data showed prediction sensitivity of 0.89, specificity of 0.86, and prediction accuracy of 0.88. Results indicate that milk MIR data contains features relating to pregnancy status and the underlying metabolic changes in dairy cows, and such features can be identified by means of deep learning. Prediction equations from trained models can be used to alert farmers of nonviable pregnancies as well as to verify conception dates.