Leveraging past allele frequencies has proven to be key for identifying the impact of natural selection across time. However, this approach suffers from imprecise estimations of the intensity ( s ) and timing ( T ) of selection, particularly when ancient samples are scarce in specific epochs. Here, we aimed to bypass the computation of allele frequencies across arbitrarily defined past epochs and refine the estimations of selection parameters by implementing convolutional neural networks (CNNs) algorithms that directly use ancient genotypes sampled across time. Using computer simulations, we first show that genotype‐based CNNs consistently outperform an approximate Bayesian computation (ABC) approach based on past allele frequency trajectories, regardless of the selection model assumed and the number of available ancient genotypes. When applying this method to empirical data from modern and ancient Europeans, we replicated the reported increased number of selection events in post‐Neolithic Europe, independently of the continental subregion studied. Furthermore, we substantially refined the ABC‐based estimations of s and T for a set of positively and negatively selected variants, including iconic cases of positive selection and experimentally validated disease‐risk variants. Our CNN predictions support a history of recent positive and negative selection targeting variants associated with host defence against pathogens, aligning with previous work that highlights the significant impact of infectious diseases, such as tuberculosis, in Europe. These findings collectively demonstrate that detecting the footprints of natural selection on ancient genomes is crucial for unravelling the history of severe human diseases.