With the growth of artificial intelligence compute technology, the gas source localization problem would be solved by mobile robots equipped with gas sensing system and artificial intelligence compute units. This work presented a feasibility study of deep learning approach towards gas source localization by mobile robots. A deep neural network strategy was developed and incorporated with the Kernel DM+V gas distribution mapping method. The gas source localization work in this paper was performed on a controlled indoor testbed. From this work, it is shown that by incorporating the developed deep neural network model, it may help improved the gas source location prediction accuracy. A comparison of accuracy between Kernel DM+V and the neural network model is also presented to better visualize the improvement.