Zebrafish eggs are widely used in biological experiments to study the environmental and genetic influence on embryo development. Due to the high throughput of microscopic imaging, automated analysis of zebrafish egg microscopic images is highly demanded. However, machine learning algorithms for zebrafish egg image analysis suffer from the problems of small imbalanced training dataset and subtle inter-class differences. In this study, we developed an automated zebrafish egg microscopic image analysis algorithm based on deep convolutional neural network (CNN). To tackle the problem of insufficient training data, the strategies of transfer learning and data augmentation were used. We also adopted the global averaged pooling technique to overcome the subtle phenotype differences between the fertilized and unfertilized eggs. Experimental results of a five-fold cross-validation test showed that the proposed method yielded a mean classification accuracy of 95.0% and a maximum accuracy of 98.8%. The network also demonstrated higher classification accuracy and better convergence performance than conventional CNN methods. This study extends the deep learning technique to zebrafish egg phenotype classification and paves the way for automatic bright-field microscopic image analysis.