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This paper¹ presents a study on understanding what the users say in chatbot systems: the situation where users input utterances bots would hopefully (1) detect intents and (2) recognize corresponding contexts implied by utterances. This helps bots better understand what users are saying, and act upon a much wider range of actions. To this end, we propose a framework which models the first task as a classification problem and the second one as a two-layer sequence labeling problem. The framework explores deep neural networks to automatically learn useful features at both character and word levels. We apply this framework to building a chatbot in a Vietnamese e-commerce domain to help retail brands better communicate with their customers. Experimental results on four newly-built datasets demonstrate that deep neural networks could be able to outperform strong conventional machine-learning methods …