We present a novel and compact architecture for deep Convolutional Neural Networks (CNNs) in this paper, termed $3$D-FilterMap Convolutional Neural Networks ($3$D-FM-CNNs). The convolution layer of $3$D-FM-CNN learns a compact representation of the filters, named $3$D-FilterMap, instead of a set of independent filters in the conventional convolution layer. The filters are extracted from the $3$D-FilterMap as overlapping $3$D submatrics with weight sharing among nearby filters, and these filters are convolved with the input to generate the output of the convolution layer for $3$D-FM-CNN. Due to the weight sharing scheme, the parameter size of the $3$D-FilterMap is much smaller than that of the filters to be learned in the conventional convolution layer when $3$D-FilterMap generates the same number of filters. Our work is fundamentally different from the network compression literature that reduces the size of a learned large network in the sense that a small network is directly learned from scratch. Experimental results demonstrate that $3$D-FM-CNN enjoys a small parameter space by learning compact $3$D-FilterMaps, while achieving performance compared to that of the baseline CNNs which learn the same number of filters as that generated by the corresponding $3$D-FilterMap.