Optical Coherence Tomography (OCT) is a powerful technique for non-invasive 3D imaging of biological tissues at high resolution that has revolutionized retinal imaging. A major challenge in OCT imaging is the motion artifacts introduced by involuntary eye movements. In this paper, we propose a convolutional neural network that learns to correct axial motion in OCT based on a single volumetric scan. The proposed method is able to correct large motion, while preserving the overall curvature of the retina. The experimental results show significant improvements in visual quality as well as overall error compared to the conventional methods in both normal and disease cases.