Seismic records from reflection seismic exploration in complex surface areas often contain scattered direct waves, a type of scattered waves generated by direct waves propagating on a rugged surface. For imaging reflections, scattered direct waves are regarded as noise, which lowers the signal‐to‐noise ratio of the reflected waves and deteriorates the quality of the seismic profile. Importantly, it is very challenging to separate scattered direct waves with strong energy and complex wave field characteristics owing to the rugged surface. In recent years, the rapid development of machine‐learning technology has broadened and advanced the application of deep learning in denoising seismic data. In this context, we propose an approach to using the convolutional autoencoder, a deep learning network, to intelligently separate scattered direct waves from seismic records on a rugged surface. The spectral element method is applied to simulate the elastic wave seismic records and scattered direct waves on a rugged surface. The synthetic shot gathers on the rugged ground are employed as the input for training the convolutional autoencoder network, while the simulated scattered direct waves on the uniform half‐space with the same rugged ground are employed as the label data for training. After the network training is completed, the trained convolutional autoencoder network can be applied to predict scattered direct waves from seismic records. The numerical experiments demonstrate that the proposed approach has good potential for suppressing complex scattered direct waves generated by direct waves propagating on a rugged surface.