Given the ubiquity of mobile devices, understanding the context of human activity with non-intrusive solutions is of great value. A novel deep neural network model is proposed, which combines feature extraction and convolutional layers, able to recognize human physical activity in real-time from tri-axial accelerometer data when run on a mobile device. It uses a two-layer convolutional neural network to extract local features, which are combined with 40 statistical features and are fed to a fully-connected layer. It improves the classification performance, while it takes up 5–8 times less storage space and outputs more than double the throughput of the current state-of-the-art user-independent implementation on the Wireless Sensor Data Mining (WISDM) dataset. It achieves 94.18% classification accuracy on a 10-fold user-independent cross-validation of the WISDM dataset. The model is further tested on the Actitracker dataset, achieving 79.12% accuracy, while the size and throughput of the model are evaluated on a mobile device.