The reliability and stability of differential protection in power transformers could be threatened by several types of inferences, including magnetizing inrush currents, current transformer saturation, and overexcitation from external faults. The robustness of deep learning applications employed for power system protection in recent years has offered solutions to deal with several disturbances. This paper presents a method for detecting internal faults in power transformers occurring simultaneously with inrush currents. It involves utilizing a data window (DW) and stacked denoising autoencoders. Unlike the conventional method, the proposed scheme requires no thresholds to discriminate internal faults and inrush currents. The performance of the algorithm was verified using fault data from a typical Korean 154 kV distribution substation. Inrush current variation and internal faults were simulated and generated in PSCAD/EMTDC, considering various parameters that affect an inrush current. The results indicate that the proposed scheme can detect the appearance of internal faults occurring simultaneously with an inrush current. Moreover, it shows promising results compared to the prevailing methods, ensuring the superiority of the proposed method. From sample N–3, the proposed DNN demonstrates accurate discrimination between internal faults and inrush currents, achieving accuracy, sensitivity, and precision values of 100%.