In recent years, some convolutional neural networks (CNNs) have been proposed to segment sub-cortical brain structures from magnetic resonance images (MRIs). Although these methods provide accurate segmentation, there is a reproducibility issue regarding segmenting MRI volumes from different image domains - e.g., differences in protocol, scanner, and intensity profile. Thus, the network must be retrained from scratch to perform similarly in different imaging domains, limiting the applicability of such methods in clinical settings. In this paper, we employ the transfer learning strategy to solve the domain shift problem. We reduced the number of training images by leveraging the knowledge obtained by a pretrained network, and improved the training speed by reducing the number of trainable parameters of the CNN. We tested our method on two publicly available datasets - MICCAI 2012 and IBSR - and compared them with a commonly used approach: FIRST. Our method showed similar results to those obtained by a fully trained CNN, and our method used a remarkably smaller number of images from the target domain. Moreover, training the network with only one image from MICCAI 2012 and three images from IBSR datasets was sufficient to significantly outperform FIRST with (p < 0.001) and (p < 0.05), respectively.