Research relating to machine learning algorithms, including convolutional neural networks, has increased during the past 5 years. The aim of this pilot study was to investigate how accurately a convolutional neural network, trained on Swedish registry data, could perform in predicting cutaneous invasive and in situ melanoma (CMM) within 5 years. A cohort of 1,208,393 individuals was used. Registry data ranged from 4 July 2005 to 31 December 2011, predicting CMM between 1 January 2012 and 31 December 2016. A convolutional neural network with one-dimensional convolutions with respect to time was trained using healthcare databases and registers. The algorithm was trained on 23,886 individuals. Validation was performed on a holdout validation set including 6,000 individuals. After training and validation, the convolutional neural network was evaluated on a test set (1,000 individuals with an CMM occurring within 5 years and 5,000 without). The area under the receiver-operating characteristic curve was 0.59 (95% confidence interval (95% CI) 0.57-0.61). The point on the receiver-operating characteristic curve where sensitivity equalled specificity had a value of 56% (sensitivity 95% CI 53-60% and specificity 95% CI 55-58%). Albeit at an early stage, this pilot investigation demonstrates potential usefulness for machine learning algorithms in predicting melanoma risk.