In this paper, we propose an effective Convolutional Autoencoder (AE) model for Sparse Representation (SR) in the Wavelet Domain for Classification (SRWC). The proposed approach involves an autoencoder with a sparse latent layer for learning sparse codes of wavelet features. The estimated sparse codes are used for assigning classes to test samples using a residual-based probabilistic criterion. Intensive experiments carried out on various datasets revealed that the proposed method yields better classification accuracy while exhibiting a significant reduction in the number of network parameters, compared to several recent deep learning-based methods.