This paper proposes a prediction of vehicle trajectory by using deep learning algorithm in the intelligent transportation system. The trajectory of vehicle is adjusted based on predicted trajectory of neighboring vehicles. To achieve accurately vehicle trajectory, two kinds of deep learning algorithms such as deep neural network (DNN) and long short term memory (LSTM) are designed. The performance of the proposed algorithms is verified by using next generation simulation (NGSIM) vehicle trajectories dataset. Simulation results shown that the DNN algorithm outperformed LSTM algorithm in terms of RMSE values of predicted vehicle trajectories.