Understanding the environment is an essential ability for robots to be autonomous. In this sense, Convolutional Neural Networks (CNNs) can provide holistic descriptors of a scene. These descriptors have proved to be robust in dynamic environments. The aim of this paper is to perform hierarchical localization of a mobile robot in an indoor environment by means of a CNN. Omnidirectional images are used as the input of the CNN. Experiments include a classification study in which the CNN is trained so that the robot is able to find out the room where it is located. Additionally, a transfer learning technique transforms the original CNN into a regression CNN which is able to estimate the coordinates of the position of the robot in a specific room. Regarding classification, the room retrieval task is performed with considerable success. As for the regression stage, when it is performed along with an approach based on splitting rooms, it also provides relatively accurate results.