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Sketch-based image retrieval (SBIR) is a challenging task due to the ambiguity inherent in sketches when compared with photos. In this paper, we propose a novel convolutional neural network based on Siamese network for SBIR. The main idea is to pull output feature vectors closer for input sketch-image pairs that are labeled as similar, and push them away if irrelevant. This is achieved by jointly tuning two convolutional neural networks which linked by one loss function. Experimental results on Flickr15K demonstrate that the proposed method offers a better performance when compared with several state-of-the-art approaches.