As for the problem of too long training time of convolution neural network (CNN), this paper proposes a fast training method for CNN in SAR automatic target recognition (ATR). The CNN is divided into two parts: one that contains all the convolution layers and sub-sampling layers is considered as convolutional auto-encoder (CAE) for unsupervised training to extract high-level features; the other that contains fully connected layers is regarded as shallow neural network (SNN) to work as a classifier. The experiment based on MSATR database shows that the proposed method can tremendously reduce the training time with little loss of recognition rate.