To conduct safety checks of corroded steel structures and formulate appropriate maintenance strategies, the residual strength of steel structural members must be assessed with high accuracy. Finite element method (FEM) analyses that precisely recreate the morphology of corroded surfaces using solid elements are expected to accurately assess the strength; however, the cost of conducting these calculations is extremely high. Therefore, a model that uses mean thickness as the thickness of the shell element is widely used but this method has precision issues, particularly regarding overestimation of risk. Thus, this study proposes a method of structural analysis in which the effective thickness of a shell element is assessed using the convolutional neural network (CNN), a type of deep learning performed on tensile structural members. An FEM model is then built based on the shell element that uses this effective thickness. We cross-validated this method by adding a feature extraction layer that reflects the domain knowledge, together with convolutional and pooling layers that are commonly used for CNN and found that a high level of accuracy could be achieved. Furthermore, regarding corroded steel plates and H-section steel, our method demonstrated results that were extremely close to those of models that used solid elements.