In this paper, we propose a novel recursive recurrent neural network (R2NN) to model the end-to-end decoding process for statistical machine translation. R2NN is a combination of recursive neural network and recurrent neural network, and in turn integrates their respective capabilities: (1) new information can be used to generate the next hidden state, like recurrent neural networks, so that language model and translation model can be integrated naturally; (2) a tree structure can be built, as recursive neural networks, so as to generate the translation candidates in a bottom up manner. A semi-supervised training approach is proposed to train the parameters, and the phrase pair embedding is explored to model translation confidence directly. Experiments on a Chinese to English translation task show that our proposed R2NN can outperform the stateof- the-art baseline by about 1.5 points in BLEU.