Deep learning models, such as deep convolutional neural network and deep long-short term memory model, have achieved great successes in many pattern classification applications over shadow machine learning models with hand-crafted features. The main reason is the ability of deep learning models to automatically extract hierarchical features from massive data by multiple layers of neurons. However, in many other situations, existing deep learning models still cannot gain satisfying results due to the limitation of the inputs of models. The existing deep learning models only take the data instances of an input point but completely ignore the other data points in the dataset, which potentially provides critical insight for the classification of the given input. To overcome this gap, in this paper, we show that the neighboring data points besides the input data point itself can boost the deep learning model’s performance significantly and design a novel deep learning model which takes both the data instances of an input point and its neighbors’ classification responses as inputs. In addition, we develop an iterative algorithm which updates the neighbors of data points according to the deep representations output by the deep learning model and the parameters of the deep learning model alternately. The proposed algorithm, named “Iterative Deep Neighborhood (IDN),” shows its advantages over the state-of-the-art deep learning models over tasks of image classification, text sentiment analysis, property price trend prediction, etc.