Nowadays, methods and techniques of Deep Learning are being used in various scientific areas. In this paper, the applying of convolutional neural network was considered in frame of problems from statistical physics and computer simulation of magnetic films. In a frame of the first task, CNN was used to determine critical Curie point for Ising model on 2D square lattice. Obtained results were compared with classical Monte-Carlo method and exact solution. Systems of various lattice sizes and the influence of the size effect on the results’ accuracy were considered. Also, authors considered the classical two-dimensional Heisenberg model, a spin system with direct short-range exchange, and studied of its competition with the Dzyaloshinskii-Moriya interaction. A neural network was applied to the recognition of Spiral (Sp), Spiral-skyrmion (SpSk) Skyrmion (Sk), Skyrmion-ferromagnetic (SkF) and Ferromagnetic (FM) phases of the Heisenberg spin system with magnetic skyrmions.