Magnetic resonance imaging (MRI) provides detailed anatomical images of the prostate and its zones. It has a crucial role for many diagnostic applications. Automatic segmentation such as that of the prostate and prostate zones from MR images facilitates many diagnostic and therapeutic applications. However, the lack of a clear prostate boundary, prostate tissue heterogeneity, and the wide interindividual variety of prostate shapes make this a very challenging task. To address this problem, we propose a new neural network to automatically segment the prostate and its zones. We term this algorithm Dense U-net as it is inspired by the two existing state-of-the-art tools-DenseNet and U-net. We trained the algorithm on 141 patient datasets and tested it on 47 patient datasets using axial T2-weighted images in a four-fold cross-validation fashion. The networks were trained and tested on weakly and accurately annotated masks separately to test the hypothesis that the network can learn even when the labels are not accurate. The network successfully detects the prostate region and segments the gland and its zones. Compared with U-net, the second version of our algorithm, Dense-2 U-net, achieved an average Dice score for the whole prostate of 92.1± 0.8% vs. 90.7 ± 2%, for the central zone of [Formula: see text]% vs. [Formula: see text] %, and for the peripheral zone of 78.1± 2.5% vs. [Formula: see text]%. Our initial results show Dense-2 U-net to be more accurate than state-of-the-art U-net for automatic segmentation of the prostate and prostate zones.