Randomized autoencoder (RAE) has attracted much attention due to its strong capability of representation with fast learning speed. However, the mainstream RAEs are still designed for scalar/vector data, which inevitably destroys the structure information of tensor data. To alleviate this deficiency, a novel convolutions based matrix randomized autoencoder (MRAE) is developed for two-dimensional (2D) data in this paper, including a one-side MRAE (OMRAE) exploiting the row or column information and a double-side MRAE (DMRAE) that simultaneously extracts the row and column information by 2 parallel OMRAEs. To reduce meaningless encoded features, the within-class scatter matrix (WSI) and within-class interaction distance (WID) constraints are added into OMRAE resulting WSI-OMRAE and WID-OMRAE, respectively. To demonstrate the superiority, stacked MRAEs are embedded into hierarchical regularized least squares for one-class classification and comparisons with several state-of-the-art methods are provided. The source code would be available at https://github.com/ML-HDU/MRAE.