This study examines perceptions of music depth by exploring its relationships to different music features. First, a correlation analysis shows that the perceived depth of music is negatively correlated with valence and arousal and is also related to different music features, including tempo, Mel‐frequency cepstrum coefficients, chromagrams, spectral centroids, spectral bandwidth, spectral contrast, spectral flatness, spectral roll‐off, and tonal centroid features. Applying machine learning methods, we find that selected music features can predict perceptions of music depth, and a random forest regression (RFR) is found to perform best in this study. Finally, a feature importance analysis shows that the principal component of spectral contrast dominates the RFR‐based music depth recognition model, showing that deep music usually has clear and narrow‐band audio signals.