Classical deep learning algorithms have aroused great interest in both academia and industry for their utility in image recognition, language translation, decision-making problems and more. In this work, we have provided a quantum deep learning scheme based on multi-qubit entanglement states, including computation and training of neural network in full quantum process. In the course of training, efficient calculation of the distance between unknown unit vector and known unit vector has been realized by proper measurement based on the Greenberger-Horne-Zeilinger entanglement states.An exponential speedup over classical algorithms has been demonstrated. In the process of computation, quantum scheme corresponding to multi-layer feedforward neural network has been provided. We have shown the utility of our scheme using Iris dataset. The extensibility of the present scheme to different types of model has also been analyzed