Histone modifications are among the most important factors that control gene regulation. Computational methods that predict gene expression from histone modification signals are highly desirable for understanding their combinatorial effects in gene regulation. This knowledge can help in developing epigenetic drugs for diseases like cancer. Previous studies for quantifying the relationship between histone modifications and gene expression levels either failed to capture combinatorial effects or relied on multiple methods that separate predictions and combinatorial analysis. This paper develops a unified discriminative framework using a deep convolutional neural network to classify gene expression using histone modification data as input. Our system, called DeepChrome, allows automatic extraction of complex interactions among important features. To simultaneously visualize the combinatorial interactions among histone modifications, we propose a novel optimization-based technique that generates feature pattern maps from the learnt deep model. This provides an intuitive description of underlying epigenetic mechanisms that regulate genes.