A fully automatic prediction for peptide retention time (RT) in liquid chromatography (LC), termed as DeepRT, was developed using deep learning approach, an ensemble of Residual Network (ResNet) and Long Short-Term Memory (LSTM). In contrast to the traditional predictor based on the hand-crafted features for peptides, DeepRT learns features from raw amino acid sequences and makes relatively accurate prediction of peptide RTs with 0.987 R2 for unmodified peptides. Furthermore, by virtue of transfer learning, DeepRT enables utilization of the peptides datasets generated from different LC conditions and of different modification status, resulting in the RT prediction of 0.992 R2 for unmodified peptides and 0.978 R2 for post-translationally modified peptides. Even though chromatographic behaviors of peptides are quite complicated, the study here demonstrated that peptide RT prediction could be largely improved by deep transfer learning. The DeepRT software is freely available at https://github.com/horsepurve/DeepRT, under Apache2 open source License.