•Deep learning algorithm for identification of type and flight mode of detected drones.•Novel deep learning algorithm for detection of multiple drones in radio frequency domain.•Results of three indoor experiments concerning collecting and analyzing radio signals from drones.•Public available database with radio signals of drones from two different radio frequency bands. Unmanned aerial systems, especially drones have gone through remarkable improvement and expansion in recent years. Drones have been widely utilized in many applications and scenarios, due to their low price and ease of use. However, in some applications drones can pose a malicious threat. To diminish risks to public security and personal privacy, it is necessary to deploy an effective and affordable anti-drone system in sensitive areas to detect, localize, identify, and defend against intruding malicious drones. This research article presents a new publicly available radio frequency drone dataset and investigates detection and identification methodologies to detect single or multiple drones and identify a single detected drone's type. Moreover, special attention in this paper has been underlined to examine the possibility of using deep learning algorithms, particularly fully connected deep neural networks as an anti-drone solution within two different radio frequency bands. We proposed a supervised deep learning algorithm with fully-connected deep neural network models that use raw drone signals rather than features. Regarding the research results, the proposed algorithm shows a lot of potentials. The probability of detecting a single drone is 99.8%, and the probability of type identification is 96.1%. Moreover, the results of multiple drones detection demonstrate an average accuracy of 97.3%. There have not been such comprehensive publications, to this time, in the open literature that have presented and enlightened the problem of multiple drones detection in the radio frequency domain.