Many techniques have been introduced to improve both brain-computer interface (BCI) steps: feature extraction and classification. One of the emerging trends in this field is the implementation of deep learning algorithms. There is a limited number of studies that investigated the application of deep learning techniques in electroencephalography (EEG) feature extraction and classification. This work is intended to apply deep learning for both stages: feature extraction and classification. This paper proposes a modified convolutional neural network (CNN) feature extractorclassifier algorithm to recognize four different EEG motor imagery (MI). In addition, a four-class linear discriminant analysis (LDR) classifier model was built and compared to the proposed CNN model. The paper showed very good results with 92.8% accuracy for one EEG four-class MI set and 85.7% for another set. The results showed that the proposed CNN model outperforms multi-class linear discriminant analysis with an accuracy increase of 28.6% and 17.9% for both MI sets, respectively. Moreover, it has been shown that majority voting for five repetitions introduced an accuracy advantage of 15% and 17.2% for both EEG sets, compared with single trials. This confirms that increasing the number of trials for the same MI gesture improves the recognition accuracy.