The usage of Micro Aerial Vehicles (MAVs) is rapidly emerging in the mining industry to increase overall safety and productivity. However, the mine environment is especially challenging for the MAV's operation due to the lack of illumination, narrow passages, wind gusts, dust, and other factors that can affect the MAV's overall flying capability. This article presents a method to assist the navigation of MAVs by using a method from the field of Deep Learning (DL), while considering a low-cost platform without high-end sensor suits. The presented DL scheme can be further utilized as a supervised image classifier that has the ability to process the image frames from a single on-board camera and to provide mine tunnel wall collision prevention. The efficiency of the proposed scheme has been experimentally evaluated in two underground tunnel environments that were used for data collection, training, and corresponding testing under multiple flying scenarios with different cameras configurations and illuminations.