The main goal of this paper is to detect roads from aerial imagery recorded by drones. To achieve this, we propose a modification of SegNet, a deep fully convolutional neural network for image segmentation. In order to train this neural network, we have put together a database containing videos of roads from the point of view of a small commercial drone. Additionally, we have developed an image annotation tool based on the watershed technique, in order to perform a semi-automatic labeling of the videos in this database. The experimental results using our modified version of SegNet show a big improvement on the performance of the neural network when using aerial imagery, obtaining over 90% accuracy.