Detecting an anomaly such as a malignant tumor or a nodule from medical images including mammogram, CT or PET images is still an ongoing research problem drawing a lot of attention with applications in medical diagnosis. A conventional way to address this is to learn a discriminative model using training datasets of negative and positive samples. The learned model can be used to classify a testing sample into a positive or negative class. However, in medical applications, the high unbalance between negative and positive samples poses a difficulty for learning algorithms, as they will be biased towards the majority group, i.e., the negative one. To address this imbalanced data issue as well as leverage the huge amount of negative samples, i.e., normal medical images, we propose to learn an unsupervised model to characterize the negative class. To make the learned model more flexible and extendable for medical images of different scales, we have designed an autoencoder based on a deep neural network to characterize the negative patches decomposed from large medical images. A testing image is decomposed into patches and then fed into the learned autoencoder to reconstruct these patches themselves. The reconstruction error of one patch is used to classify this patch into a binary class, i.e., a positive or a negative one, leading to a one-class classifier. The positive patches highlight the suspicious areas containing anomalies in a large medical image. The proposed method has been tested on InBreast dataset and achieves an AUC of 0.84. The main contribution of our work can be summarized as follows. 1) The proposed one-class learning requires only data from one class, i.e., the negative data; 2) The patch-based learning makes the proposed method scalable to images of different sizes and helps avoid the large scale problem for medical images; 3) The training of the proposed deep convolutional neural network (DCNN) based auto-encoder is fast and stable.