In order to detect cerebral microbleed more efficiently, we developed a novel computer-aided detection method based on susceptibility-weighted imaging. We enrolled five CADASIL patients and five healthy controls. We used a 20x20 neighboring window to generate samples on each slice of the volumetric brain images. The sparse autoencoder (SAE) was used to unsupervised feature learning. Then, a deep neural network was established using the learned features. The results over 10x10-fold cross validation showed our method yielded a sensitivity of 93.20±1.37%, a specificity of 93.25±1.38%, and an accuracy of 93.22±1.37%. Our result is better than Roy's method, which was proposed in 2015.