Ultrasound is the best way to diagnose thyroid nodules. To discriminate benign and malignant nodules, calcification is an important characteristic. However, calcification in ultrasonic images cannot be extracted accurately because of capsule wall and other internal tissue. In this paper, deep learning was first proposed to extract calcification, and two improved methods were proposed on the basis of Alexnet convolutional neural network. First, adding the corresponding anti-pooling (unpooling) and deconvolution layers (deconv2D) made the network to be trained for the required features and finally extract the calcification feature. Second, modifying the number of convolution templates and full connection layer nodes made feature extraction more refined. The final network was the combination of two improved methods above. To verify the method presented in this article, we got 8 416 images with calcification, and 10 844 without calcification. The result showed that the accuracy of the calcification extraction was 86% by using the improved Alexnet convolutional neural network. Compared with traditional methods, it has been improved greatly, which provides effective means for the identification of benign and malignant thyroid nodules.