In this paper, we propose a new asymmetric supervised deep autoencoder approach to retrieve 3D shapes based on depth images. The asymmetric supervised autoencoder is trained with real and synthetic depth images together. The novelty of this research lies in the asymmetric structure of a supervised deep autoencoder. The proposed asymmetric deep supervised autoencoder deals with the incompleteness and ambiguity present in the depth images by balancing reconstruction and classification capabilities in a unified way with mixed depth images. We investigate the relationship between the encoder layers and decoder layers, and claim that an asymmetric structure of a supervised deep autoencoder reduces the chance of overfitting by 8% and is capable of extracting more robust features with respect to the variance of input than that of a symmetric structure. The experimental results on the NYUD2 and ModelNet10 datasets demonstrate that the proposed supervised method outperforms the recent approaches for cross modal 3D model retrieval.