The rapid development of the automotive industry has brought great convenience to our life, which also leads to a dramatic increase in the amount of traffic accidents. A large proportion of traffic accidents were caused by driving fatigue. EEG is considered as a direct, effective, and promising modality to detect driving fatigue. In this study, we presented a novel feature extraction strategy based on a deep learning model to achieve high classification accuracy and efficiency in using EEG for driving fatigue detection. EEG signals were recorded from six healthy volunteers in a simulated driving experiment. The feature extraction strategy was developed by integrating the principal component analysis (PCA) and a deep learning model called PCA network (PCANet). In particular, the principal component analysis (PCA) was used to preprocess EEG data to reduce its dimension in order to overcome the limitation of dimension explosion caused by PCANet, making this approach feasible for EEG-based driving fatigue detection. Results demonstrated high and robust performance of the proposed modified PCANet method with classification accuracy up to 95%, which outperformed the conventional feature extraction strategies in the field. We also identified that the parietal and occipital lobes of the brain were strongly associated with driving fatigue. This is the first study, to the best of our knowledge, to practically apply the modified PCANet technique for EEG-based driving fatigue detection.