We propose a novel entity disambiguation model, based on Deep Neural Network (DNN). Instead of utilizing simple similarity measures and their disjoint combinations, our method directly optimizes document and entity representations for a given similarity measure. Stacked Denoising Auto-encoders are first employed to learn an initial document representation in an unsupervised pre-training stage. A supervised fine-tuning stage follows to optimize the representation towards the similarity measure. Experiment results show that our method achieves state-of-the-art performance on two public datasets without any manually designed features, even beating complex collective approaches.