Understanding how deep learning architectures work is a central scientific problem. Recently, a correspondence between neural networks (NNs) and Euclidean quantum field theories (QFTs) has been proposed. This work investigates this correspondence in the framework of p-adic statistical field theories (SFTs) and neural networks (NNs). In this case, the fields are real-valued functions defined on an infinite regular rooted tree with valence p, a fixed prime number. This infinite tree provides the topology for a continuous deep Boltzmann machine (DBM), which is identified with a statistical field theory (SFT) on this infinite tree. In the p-adic framework, there is a natural method to discretize SFTs. Each discrete SFT corresponds to a Boltzmann machine (BM) with a tree-like topology. This method allows us to recover the standard DBMs and gives new convolutional DBMs. The new networks use O(N ) parameters while the classical ones use O(N 2 ) parameters.