We present a deep machine learning algorithm to extract crystal field (CF) Stevens parameters from thermodynamic data of rare-earth magnetic materials. The algorithm employs a twodimensional convolutional neural network (CNN) that is trained on magnetization, magnetic susceptibility and specific heat data that is calculated theoretically within the single-ion approximation and further processed using a standard wavelet transformation. We apply the method to crystal fields of cubic, hexagonal and tetragonal symmetry and for both integer and half-integer total angular momentum values J of the ground state multiplet. We evaluate its performance on both theoretically generated synthetic and previously published experimental data on PrAgSb2 and PrMg2Cu9, and find that it can reliably and accurately extract the CF parameters for all site symmetries and values of J considered. This demonstrates that CNNs provide an unbiased approach to extracting CF parameters that avoids tedious multi-parameter fitting procedures.