Personal and easy-To-use health checking system is an attractive application of sensor systems. Sensing data analysis for diagnosis is important as well as preparing small and mobile sensor nodes because sensing data include variations and noises reflecting individual difference of people and sensing conditions. Deep Neural Network, or Deep Learning, is a well-known method of machine learning and it is effective for feature extraction from pictures. Then, we thought Deep Learning also can extract features from sensing data. In this paper, we tried to build a diagnosis system of lung cancer based on Deep Learning. Input data of the system was generated from human urine by Gas Chromatography Mass Spectrometer (GC-MS) and our system achieved 90% accuracy in judging whether the patient had lung cancer or not. This system will be useful for pre-And personal diagnosis because collecting urine is very easy and not harmful to human body. We are targeting installation of this system not only to gas chromatography systems but also to some combination of multiple sensors for detecting gases of low concentration.