Convolutional Neural Networks (CNNs) are a cornerstone of the Deep Learning toolbox and have led to many breakthroughs in Artificial Intelligence. So far, these neural networks (NNs) have mostly been developed for regular Euclidean domains such as those supporting images, audio, or video. Because of their success, CNN-based methods are becoming increasingly popular in Cosmology. Cosmological data often comes as spherical maps, which make the use of the traditional CNNs more complicated. The commonly used pixelization scheme for spherical maps is the Hierarchical Equal Area isoLatitude Pixelisation (HEALPix). We present a spherical CNN for analysis of full and partial HEALPix maps, which we call DeepSphere. The spherical CNN is constructed by representing the sphere as a graph. Graphs are versatile data structures that can represent pairwise relationships between objects or act as a discrete representation of a continuous manifold. Using the graph-based representation, we define many of the standard CNN operations, such as convolution and pooling. With filters restricted to being radial, our convolutions are equivariant to rotation on the sphere, and DeepSphere can be made invariant or equivariant to rotation. This way, DeepSphere is a special case of a graph CNN, tailored to the HEALPix sampling of the sphere. This approach is computationally more efficient than using spherical harmonics to perform convolutions. We demonstrate the method on a classification problem of weak lensing mass maps from two cosmological models and compare its performance with that of three baseline classifiers, two based on the power spectrum and pixel density histogram, and a classical 2D CNN. Our experimental results show that the performance of DeepSphere is always superior or equal to the baselines. For high noise levels and for data covering only a smaller fraction of the sphere, DeepSphere achieves typically 10% better classification accuracy than the baselines. Finally, we show how learned filters can be visualized to introspect the NN. Code and examples are available at https://github.com/SwissDataScienceCenter/DeepSphere. (C) 2019 Elsevier B.V. All rights reserved.