Facing the image detection of dense small rigid targets, the main bottleneck of convolutional neural network (CNN)-based algorithms is the lack of massive correctly labeled training images. To make up for the lack, this paper proposes an automatic end-to-end synthesis algorithm to generate a huge amount of labeled training samples. The synthetic image set was adopted to train the network progressively and iteratively, realizing the detection of dense small rigid targets based on the CNN and synthetic images. Specifically, the standard images of the target classes and the typical background mages were imported, and the color, brightness, position, orientation, and perspective of real images were simulated by image processing algorithm, creating a sufficiently large initial training set with correctly labeled images. Then, the network was preliminarily trained on this set. After that, a few real images were compiled into the test set. Taking the missed and incorrectly detected target images as inputs, the initial training set was progressively expanded, and then used to iteratively train the network. The results show that our method can automatically generate a training set that fully substitutes manually labeled dataset for network training, eliminating the dependence on massive manually labeled images. The research opens a new way to implement the tasks similar to the detection of dense small rigid targets, and provides a good reference for solving similar problems through deep learning (DL).