Intraventricular hemorrhaging (IVH) within cerebral lateral ventricles affects 20-30% of very low birth weight infants (<1500g). As the ventricles increase in size, the intracranial pressure increases, leading to post-hemorrhagic ventricle dilatation (PHVD), an abnormal enlargement of the head. The most widely used imaging tool for measuring IVH and PHVD is cranial two-dimensional (2D) ultrasound (US). Estimating volumetric changes over time with 2D US is unreliable due to high user variability when locating the same anatomical location at different scanning sessions. Compared to 2D US, three-dimensional (3D) US is more sensitive to volumetric changes in the ventricles and does not suffer from variability in slice acquisition. However, 3D US images require segmentation of the ventricular surface, which is tedious and time-consuming when done manually. A fast, automated ventricle segmentation method for 3D US would provide quantitative information in a timely manner when monitoring IVH and PHVD in pre-term neonates. To this end, we developed a fast and fully automated segmentation method to segment neonatal cerebral lateral ventricles from 3D US images using deep learning. Our method consists of a 3D U-Net ensemble model composed of three U-Net variants, each highlighting various aspects of the segmentation task such as the shape and boundary of the ventricles. The ensemble is made of a U-Net++, attention U-Net, and U-Net with a deep learning-based shape prior combined using a mean voting strategy. We used a dataset consisting of 190 3D US images, which was separated into two subsets, one set of 87 images contained both ventricles, and one set of 103 images contained only one ventricle (caused by limited field-of-view during acquisition). We conducted fivefold cross-validation to evaluate the performance of the models on a larger amount of test data; 165 test images of which 75 have two ventricles (two-ventricle images) and 90 have one ventricle (one-ventricle images). We compared these results to each stand-alone model and to previous works including, 2D multiplane U-Net and 2D SegNet models. Using fivefold cross-validation, the ensemble method reported a Dice similarity coefficient (DSC) of 0.720 ± 0.074, absolute volumetric difference (VD) of 3.7 ± 4.1 cm3 , and a mean absolute surface distance (MAD) of 1.14 ± 0.41mm on 75 two-ventricle test images. Using 90 test images with a single ventricle, the model after cross-validation reported DSC, VD, and MAD values of 0.806 ± 0.111, 3.5 ± 2.9 cm3 , and 1.37 ± 1.70mm, respectively. Compared to alternatives, the proposed ensemble yielded a higher accuracy in segmentation on both test data sets. Our method required approximately 5 s to segment one image and was substantially faster than the state-of-the-art conventional methods. Compared to the state-of-the-art non-deep learning methods, our method based on deep learning was more efficient in segmenting neonatal cerebral lateral ventricles from 3D US images with comparable or better DSC, VD, and MAD performance. Our dataset was the largest to date (190 images) for this segmentation problem and the first to segment images that show only one lateral cerebral ventricle.