•A deep learning approach to cope with Parkinson's disease (PD) diagnosis.•Handwritten dynamics to assess PD diagnosis.•Promising and accurate results.•An extensive experimental evaluation is conducted.•New insights about future research concerning automatic PD identification. Parkinson's disease (PD) is considered a degenerative disorder that affects the motor system, which may cause tremors, micrography, and the freezing of gait. Although PD is related to the lack of dopamine, the triggering process of its development is not fully understood yet. In this work, we introduce convolutional neural networks to learn features from images produced by handwritten dynamics, which capture different information during the individual's assessment. Additionally, we make available a dataset composed of images and signal-based data to foster the research related to computer-aided PD diagnosis. The proposed approach was compared against raw data and texture-based descriptors, showing suitable results, mainly in the context of early stage detection, with results nearly to 95%. The analysis of handwritten dynamics using deep learning techniques showed to be useful for automatic Parkinson's disease identification, as well as it can outperform handcrafted features.