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In this paper, we study how to solve resource allocation problems in ultra-reliable and low- latency communications by unsupervised deep learning, which often yield functional optimization problems with quality-of-service (QoS) constraints. We take a joint power and bandwidth allocation problem as an example, which minimizes the total bandwidth required to guarantee the QoS of each user in terms of the delay bound and overall packet loss probability. The global optimal solution is found in a symmetric scenario. A neural network was introduced to find an approximated optimal solution in general scenarios, where the QoS is ensured by using the property that the optimal solution should satisfy as the ''supervision signal''. Simulation results show that the learning-based solution performs the same as the optimal solution in the symmetric scenario, and can save around 40% bandwidth with respect to the state-of-the …