It is well known that a magnetotelluric (MT) signal with high signal-to-noise ratio is an important prerequisite for correct interpretation of subsurface structures. However, MT signals collected in the environment of strong cultural noise often are of low data quality due to noise pollution, which seriously affects the accuracy of interpretation. As can be seen from the MT time-domain waveform, the noise is highly energetic, diverse, and random. This means MT denoising methods should have strong applicability to guarantee accurate and effective separation of MT signal from noise data. Therefore, we propose a deep-learning-based data nonlinear mapping method for MT signal-to-noise separation. First, this method focuses on learning the nonlinear mapping relationship between a large amount of noise data and the corresponding noise contour by using the convolutional neural network (CNN) in advance. Then, the mapping transformation of noise data to noise contour in the measured data is realized by CNN model. Specifically, based on the features of MT noise data, we construct a large amount of training data very close to it by mathematical functions. At the same time, we also select some of the measured data to be added to the training set. This not only expands the amount and diversity of the training set but also improves the adaptability of CNN when dealing with complex data. Finally, we evaluate the denoising performance of the proposed method in terms of time-domain waveforms, apparent resistivity-phase curves, and polarization directions before and after denoising. The processing results of the simulated data and the measured data collected in Luzong area have verified the feasibility and effectiveness of the proposed method in MT data denoising.