In urban areas, the None-Line-Of-Sight (NLOS) and Multipath (MP) signals are the major issues degrading the GNSS position accuracy. Signal reception type should be identified before correcting the NLOS or MP induced errors. Signal features, i.e., signal strength, change rate of received signal strength, difference between delta pseudo-range and pseudo-range rate, have been explored in signal reception type classification. In this letter, with the aim to improve the signal classification accuracy, we propose a new GNSS NLOS/MP/LOS signals classification method using the correlator-level measurements. Firstly, vector tracking (VT) is employed to generate correlator-level measurements; secondly, a deep learning method, Convolutional Neural Network (CNN), is employed to automatically extract the features and identify the signal reception type, correlators' outputs calculated at different code phases are employed as the inputs of the CNN. Field test is carried out for assessing the performance of the proposed method, and the CNN method obtains state-of-art performance compared with the K-nearest Neighbors Algorithm (kNN) and Support Vector Machine (SVM) methods.