In Deep Neural Network (DNN) applications, energy consumption and performance cost of moving data between memory hierarchy and computational units are significantly higher than that of the computation itself. Process-in-memory (PIM) architecture such as Hybrid Memory Cube (HMC), becomes an excellent candidate to improve the data locality for efficient DNN execution. However, it's still hard to efficiently deploy large-scale matrix computation in DNN on HMC because of its coarse grained packet protocol. In this work, we propose NeuralHMC, the first HMC-based accelerator tailored for efficient DNN execution. Experimental results show that NeuralHMC reduces the data movement by 1.4× to 2.5× (depending on the DNN data reuse strategy) compared to Von Neumann architecture. Furthermore, compared to state-of-the-art PIM-based DNN accelerator, NeuralHMC can promisingly improve the system performance by 4.1× and reduces energy by 1.5×, on average.