Prostate segmentation from Magnetic Resonance (MR) images plays an important role in image guided interven- tion. However, the lack of clear boundary specifically at the apex and base, and huge variation of shape and texture between the images from different patients make the task very challenging. To overcome these problems, in this paper, we propose a deeply supervised convolutional neural network (CNN) utilizing the convolutional information to accurately segment the prostate from MR images. The proposed model can effectively detect the prostate region with additional deeply supervised layers compared with other approaches. Since some information will be abandoned after convolution, it is necessary to pass the features extracted from early stages to later stages. The experimental results show that significant segmentation accuracy improvement has been achieved by our proposed method compared to other reported approaches.