Using computer simulation tools such as finite element analysis (FEA) to perform material stress analysis is a common design method in engineering practice. In order to model more realistic real‐world systems, simulation models have become more complex, and calculation becomes more expensive as a result. The rise of artificial intelligence technologies has made it possible to integrate deep learning methods and material stress analysis. Herein, FEA software is employed to obtain a large number of analysis cases as training samples and uses a fully connected neural network and long‐short‐term memory neural network as surrogate models, which can predict the stress distribution and stress sequence in the process of the bullet impacting target plates with different materials. These models can give results similar to FEA with 92.19% and 92.41% accuracy, respectively. The experimental results show that the deep learning surrogate models have great potential in material stress analysis.