We introduce a novel method for indoor localization with the user’s own smartphone by learning personalized walking patterns outdoors. Most smartphone and pedestrian dead reckoning (PDR)-based indoor localization studies have used an operation between step count and stride length to estimate the distance traveled via generalized formulas based on the manually designed features of the measured sensory signal. In contrast, we have applied a different approach to learn the velocity of the pedestrian by using a segmented signal frame with our proposed hybrid multiscale convolutional and recurrent neural network model, and we estimate the distance traveled by computing the velocity and the moved time. We measured the inertial sensor and global position service (GPS) position at a synchronized time while walking outdoors with a reliable GPS fix, and we assigned the velocity as a label obtained from the displacement between the current position and a prior position to the corresponding signal frame. Our proposed real-time and automatic dataset construction method dramatically reduces the cost and significantly increases the efficiency of constructing a dataset. Moreover, our proposed deep learning model can be naturally applied to all kinds of time-series sensory signal processing. The performance was evaluated on an Android application (app) that exported the trained model and parameters. Our proposed method achieved a distance error of <2.4% and >1.5% on indoor experiments.