Cardiovascular disease (CVD), which seriously threatens human health, can be prevented by blood pressure (BP) measurement. However, convenient and accurate BP measurement is a vital problem. Although the easily-collected pulse wave (PW)-based methods make it possible to monitor BP at all times and places, the current methods still require professional knowledge to process the medical data. In this paper, we combine the advantages of Convolutional Neural Networks (CNN) and Long Short-Term Memory (LSTM) networks, to propose a CNN-LSTM BP prediction method based on PW data. In detailed, CNN first extract features from PW data, and then the features are input into LSTM for further training. The numerical results based on real-life data sets show that the proposed method can achieve high predicted accuracy of BP while saving training time. As a result, CNN-LSTM can achieve convenient BP monitoring in daily health.