With the rapid development of the Internet and the growing demand for education, a new online teaching mode, massive open online courses (MOOC), emerged in 2012. To address the problems of sparse data and poor recommendation effect in online course recommendation, this paper introduces deep learning into course recommendation and proposes an auxiliary information-based neural network model (IUNeu), on the basis of which a collaborative neural network filtering model (FIUNeu) is obtained by improving it. Firstly, the principles and technical details of the deep learning base model are studied in depth to provide technical support for course recommendation models and online learning recommendation systems. In this paper, based on the existing neural matrix decomposition model (NeuMF), we combine user information and course information and consider the interaction relationship between them to improve the accuracy of the model to represent users and courses. The neural network model of auxiliary information (IUNeu) is incorporated into the online learning platform, and the system development is completed with the design of front and back-end separation, realizing the functions of the online learning module, course collection module, course recommendation module, and resource download module. Finally, the experimental results are analyzed: under the same experimental conditions, the test experiments are repeated 10 times, and the RMSE calculation results are averaged. The RMSE value of the neural network collaborative filtering model (FIUNeu) proposed in this paper based on deep learning is 0.85517, which is the best performance and has a high accuracy rate of rating prediction, and is useful for alleviating the data sparsity problem.