To automatically detect and classify the lesions of diabetic retinopathy (DR) in fundus fluorescein angiography (FFA) images using deep learning algorithm through comparing 3 convolutional neural networks (CNNs). A total of 4067 FFA images from Eye Center at the Second Affiliated Hospital of Zhejiang University School of Medicine were annotated with 4 kinds of lesions of DR, including non-perfusion regions (NP), microaneurysms, leakages, and laser scars. Three CNNs including DenseNet, ResNet50, and VGG16 were trained to achieve multi-label classification, which means the algorithms could identify 4 retinal lesions above at the same time. The area under the curve (AUC) of DenseNet reached 0.8703, 0.9435, 0.9647, and 0.9653 for detecting NP, microaneurysms, leakages, and laser scars, respectively. For ResNet50, AUC was 0.8140 for NP, 0.9097 for microaneurysms, 0.9585 for leakages, and 0.9115 for laser scars. And for VGG16, AUC was 0.7125 for NP, 0.5569 for microaneurysms, 0.9177 for leakages, and 0.8537 for laser scars. Experimental results demonstrate that DenseNet is a suitable model to automatically detect and distinguish retinal lesions in the FFA images with multi-label classification, which lies the foundation of automatic analysis for FFA images and comprehensive diagnosis and treatment decision-making for DR.