The invention discloses a sample categorization method based on a depth neural network. The open set category mining and extending method based on a depth neural network comprises steps of using a sample set comprising defined category samples to train a categorized model to be extended, obtaining categorization threshold value information, sending a sample set comprising undefined category samples into the categorization model to be extended, determining at least part of the undefined category samples according to the categorization threshold value information of the categorization model to be extended, artificially marking the undefined category samples, adding a number of columns of a weight transfer matrix in a categorization layer of the depth nerve network in order to increase a total number of model recognition categories, wherein the added weight columns comprise first information associated with global categorization and second information associated with connection between categories and using the undefined category samples which are artificially marked to increase the models which already finish training and updating. The open set category mining and extending method based on the depth neural network and the device thereof extend the depth neural network through modifying a depth neural network categorization layer weight transfer matrix, dynamically increases the number of the recognized categories so as to process the open set recognition problem and can be applied to a scene which is closer to a real scene.