Artificial Intelligence and Machine Learning are evolving to be the backbone domains of IT world.Different methods and techniques are being invented to make computers and machines more independent of humans.Deep Learning is one such technique which is used to enhance the machine learning ability.It is a subset of Artificial Intelligence which is used to mimic the working of human brain.We are well aware of the complex neural networks in the human nervous system which enables us to identify objects and perform a required task.Deep Learning implements a similar structure called Convolutional neural networks.This paper provides the working of Deep Learning methods and an overview of the wide range of it’s application in fields like materials, processes, and structures engineering (MPSE) and ophthalmology.It also discusses future applications and potential challenges of Deep Learning.