Since 2006, Deep Neural Network has achieved huge access in the area of Big Data Processing and Artificial Intelligence, such as image/video discriminations and autopilot. And unsupervised learning methods as the methods getting success in the depth neural network pre training play an important role in deep learning. So, this paper attempts to make a brief introduction and analysis of unsupervised learning methods in deep learning, mainly includs two types, Auto-Encoders based on determination theory and Contrastive Divergence for Restrict Boltzmann Machine based on probability theory. Secondly, the applications of the two methods in Deep Learning are introduced. At last a brief summary and prospect of the challenges faced by unsupervised learning methods in Deep Neural Networks are made.