Accurate classification of pancreatic cystic lesions (PCLs) is important to facilitate proper treatment and to improve patient outcomes. We utilized the convolutional neural network (CNN) of VGG19 to develop a computer-aided diagnosis (CAD) system in the classification of subtypes of PCLs in endoscopic ultrasound-guided needle-based confocal laser endomicroscopy (nCLE). From a retrospectively collected 22,424 nCLE video frames (50 videos) as the training/validation set and 11,047 nCLE video frames (18 videos) as the test set, we developed and compared the diagnostic performance of three CNNs with distinct methods of designating the region of interest. The diagnostic accuracy for subtypes of PCLs by CNNs with manual, maximal rectangular, and U-Net algorithm-designated ROIs was 100%, 38.9%, and 66.7% on a per-video basis and 88.99%, 73.94%, and 76.12% on a per-frame basis, respectively. Our per-frame analysis suggested differential levels of diagnostic accuracy among the five subtypes of PCLs, where non-mucinous PCLs (serous cystic neoplasm: 93.11%, cystic neuroendocrine tumor: 84.31%, and pseudocyst: 98%) had higher diagnostic accuracy than mucinous PCLs (intraductal papillary mucinous neoplasm: 84.43% and mucinous cystic neoplasm: 86.1%). Our CNN demonstrated superior specificity compared to the state-of-the-art for the classification of mucinous PCLs (IPMN and MCN), with high specificity (94.3% and 92.8%, respectively) but low sensitivity (46% and 45.2%, respectively). This suggests the complimentary role of CNN-enabled CAD systems, especially for clinically suspected mucinous PCLs.