Studies have shown that ranking emotional attributes through preference learning methods has significant advantages over conventional emotional classification/regression frameworks. Preference learning is particularly appealing for retrieval tasks, where the goal is to identify speech conveying target emotional behaviors (e.g., positive samples with low arousal). With recent advances in deep neural networks (DNNs), this study explores whether a preference learning framework relying on deep learning can outperform conventional ranking algorithms. We use a deep learning ranker implemented with the RankNet algorithm to evaluate preference between emotional sentences in terms of dimensional attributes (arousal, valence and dominance). The results show improved performance over ranking algorithms trained with support vector machine (SVM) (i.e., RankSVM). The results are significantly better than performance reported in previous work, demonstrating the potential of RankNet to retrieve speech with target emotional behaviors.