Reservoir modeling to predict shale reservoir productivity is considerably uncertain and time consuming. Since we need to simulate the physical phenomenon of multi-stage hydraulic fracturing. To overcome these limitations, this paper presents an alternative proxy model based on data-driven deep learning model. Furthermore, this study not only proposes the development process of a proxy model, but also verifies using field data for 1239 horizontal wells from the Montney shale formation in Alberta, Canada. A deep neural network (DNN) based on multi-layer perceptron was applied to predict the cumulative gas production as the dependent variable. The independent variable is largely divided into four types: well information, completion and hydraulic fracturing and production data. It was found that the prediction performance was better when using a principal component with a cumulative contribution of 85% using principal component analysis that extracts important information from multivariate data, and when predicting with a DNN model using 6 variables calculated through variable importance analysis. Hence, to develop a reliable deep learning model, sensitivity analysis of hyperparameters was performed to determine one-hot encoding, dropout, activation function, learning rate, hidden layer number and neuron number. As a result, the best prediction of the mean absolute percentage error of the cumulative gas production improved to at least 0.2% and up to 9.1%. The novel approach of this study can also be applied to other shale formations. Furthermore, a useful guide for economic analysis and future development plans of nearby reservoirs.