The convolutional neural network is commonly used for classification. However, convolutional networks can also be used for semantic segmentation using the fully convolutional network approach. U-Net is one example of a fully convolutional network architecture capable of producing accurate segmentation on biomedical images. This paper proposes to use U-Net for Plasmodium segmentation on thin blood smear images. The evaluation shows that U-Net can accurately perform Plasmodium segmentation on thin blood smear images, besides this study also compares the three loss functions, namely mean-squared error, binary cross-entropy, and Huber loss. The results show that Huber loss has the best testing metrics: 0.9297, 0.9715, 0.8957, 0.9096 for F1 score, positive predictive value (PPV), sensitivity (SE), and relative segmentation accuracy (RSA), respectively.