The diagnosis of heart diseases from heart sounds is a matter of many years. This is the effect of having too many people with heart diseases in the world. Studies on heart sounds are usually based on classification for helping doctors. In other words, these studies are a substructure of clinical decision support systems. In this study, three different heart sound data in the PASCAL Btraining data set such as normal, murmur, and extrasystole are classified. Phonocardiograms which were obtained from heart sounds in the data set were used for classification. Both Artificial Neural Network (ANN) and Convolutional Neural Network (CNN) were used for classification to compare obtained results. In these studies, the obtained results show that the CNN classification gives the better result with 97.9% classification accuracy according to the results of ANN. Thus, CNN emerges as the ideal classification tool for the classification of heart sounds with variable characteristics.