In microseismic monitoring, achieving an accurate and efficient first-arrival picking is crucial for improving the accuracy and efficiency of microseismic time-difference source location. In the era of big data, the traditional first-arrival picking method cannot meet the real-time processing requirements of microseismic monitoring process. Using the advanced idea of deep learning-based end-to-end classification and the prominent feature extraction advantages of a fully convolution neural network, this paper proposes a first-arrival picking method of effective signals for microseismic monitoring based on UNet++ network, which can significantly improve the accuracy and efficiency of first-arrival picking. In this paper, we first introduced the methodology of the UNet++-based picking method. And then, the performance of the proposed method is verified by the experiments with finite-difference forward modeling simulated signals and actual microseismic records under different signal-to-noise ratios, and finally, comparative experiments are performed using the U-Net-based first-arrival picking algorithm and the Short-Term Average to Long-Term Average (STA/LTA) algorithm. The results show that compared to the U-Net network, the proposed method can obviously improve the first-arrival picking accuracy of the low signal-to-noise ratio microseismic signals, achieving significantly higher accuracy and efficiency than the STA/LTA algorithm, which is famous for its high efficiency in traditional algorithms.