Deep learning techniques have been applied to electroencephalogram (EEG) signals, with promising applications in the field of psychiatry. Schizophrenia is one of the most disabling neuropsychiatric disorders, often characterized by the presence of auditory hallucinations. Auditory processing impairments have been studied using EEG-derived event-related potentials and have been associated with clinical symptoms and cognitive dysfunction in schizophrenia. Due to consistent changes in the amplitude of ERP components, such as the auditory N100, some have been proposed as biomarkers of schizophrenia. In this paper, we examine altered patterns in electrical brain activity during auditory processing and their potential to discriminate schizophrenia and healthy subjects. Using deep convolutional neural networks, we propose an architecture to perform the classification based on multi-channels auditory-related EEG single-trials, recorded during a passive listening task. We analyzed the effect of the number of electrodes used, as well as the laterality and distribution of the electrical activity over the scalp. Results show that the proposed model is able to classify schizophrenia and healthy subjects with an average accuracy of 78% using only 5 midline channels (Fz, FCz, Cz, CPz, and Pz). The present study shows the potential of deep learning methods in the study of impaired auditory processing in schizophrenia with implications for diagnosis. The proposed design can provide a base model for future developments in schizophrenia research.