Accurate Segmentation of Gliomas from Magnetic Resonance Images (MRI) is required for treatment planning and monitoring disease progression. As manual segmentation is time consuming, an automated method can be useful, especially in large clinical studies. Since Gliomas have variable shape and texture, automated segmentation is a challenging task and a number of techniques based on machine learning algorithms have been proposed. In the recent past, deep learning methods have been tested on various image processing tasks and found to outperform state of the art techniques. In our work, we consider stacked denoising autoencoder (SDAE), a deep neural network that reconstructs its input. We trained a three layer SDAE where the input layer was a concatenation of fixed size 3D patches (11113 voxels/neurons) from multiple MRI sequences. The 2nd, 3rd and 4th layers had 3000, 1000 and 500 neurons respectively. Two different networks were trained one with high grade glioma (HGG) data and other with a combination of high grade and low grade gliomas (LGG). Each network was trained with 35 patients for pre-training and 21 patients for fine tuning. The predictions from the two networks were combined based on maximum posterior probability. For HGG data, the whole tumor dice score was .81, tumor core was .68 and active tumor was .64 ( patients). For LGG data, the whole tumor dice score was .72, tumor core was .42 and active tumor was .29 ( patients).