Feature extraction is a fundamental step when mammography image analysis is addressed using learning based approaches. Traditionally, problem dependent handcrafted features are used to represent the content of images. An alternative approach successfully applied in other domains is the use of neural networks to automatically discover good features. This work presents an evaluation of convolutional neural networks to learn features for mammography mass lesions before feeding them to a classification stage. Experimental results showed that this approach is a suitable strategy outperforming the state-of-the-art representation from 79.9% to 86% in terms of area under the ROC curve.