In a multi-speaker scenario, the human auditory system is able to attend to one particular speaker of interest and ignore the others. It has been demonstrated that it is possible to use electroencephalography (EEG) signals to infer to which speaker someone is attending by relating the neural activity to the speech signals. However, classifying auditory attention within a short time interval remains the main challenge. We present a convolutional neural network-based approach to extract the locus of auditory attention (left/right) without knowledge of the speech envelopes. Our results show that it is possible to decode the locus of attention within 1-2 s, with a median accuracy of around 81%. These results are promising for neuro-steered noise suppression in hearing aids, in particular in scenarios where per-speaker envelopes are unavailable.