Gene fusions have a very important role in the study of cancer development. In this regard, predicting the probability of protein fusion transcripts of developing into a cancer is a very challenging and yet not fully explored research problem. To this date, all the available approaches in literature try to explain the oncogenic potential of gene fusions based on protein domain analysis, that is cancer-specific and not easy to adapt to newly developed information. In our work, we choose the raw protein sequences as the input baseline, and propose the use of deep learning, and more specifically Convolutional Neural Networks, to infer the oncogenity probability score of gene fusion transcripts and to group them into a number of categories (e.g., oncogenic/not oncogenic). This is an inherently flexible methodology that, unlike previous approaches, can be re-trained with very less efforts on newly available data (for example, from a different cancer). Based on experimental results on a large dataset of pre-annotated gene fusions, our method is able to predict the oncogenity potential of gene fusion transcripts with accuracy of about 72%, which increases to 86% if we consider the only instances that are classified with a high confidence level.