With the progress of medical technology, biomedical field ushered in the era of big data, based on which and driven by artificial intelligence technology, computational medicine has emerged. People need to extract the effective information contained in these big biomedical data to promote the development of precision medicine. Traditionally, the machine learning methods are used to dig out biomedical data to find the features from data, which generally rely on feature engineering and domain knowledge of experts, requiring tremendous time and human resources. Different from traditional approaches, deep learning, as a cutting-edge machine learning branch, can automatically learn complex and robust feature from raw data without the need for feature engineering. The applications of deep learning in medical image, electronic health record, genomics, and drug development are studied, where the suggestion is that deep learning has obvious advantage in making full use of biomedical data and improving medical health level. Deep learning plays an increasingly important role in the field of medical health and has a broad prospect of application. However, the problems and challenges of deep learning in computational medical health still exist, including insufficient data, interpretability, data privacy, and heterogeneity. Analysis and discussion on these problems provide a reference to improve the application of deep learning in medical health.