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Deep learning has been transforming our ability to execute advanced inference tasks using computers. Here we introduce a physical mechanism to perform machine learning by demonstrating an all-optical diffractive deep neural network (D2NN) architecture that can implement various functions following the deep learning–based design of passive diffractive layers that work collectively. We created 3D-printed D2NNs that implement classification of images of handwritten digits and fashion products, as well as the function of an imaging lens at a terahertz spectrum. Our all-optical deep learning framework can perform, at the speed of light, various complex functions that computer-based neural networks can execute; will find applications in all-optical image analysis, feature detection, and object classification; and will also enable new camera designs and optical components that perform distinctive tasks using D2NNs.