Lumen segmentation in Optical Coherence Tomography (OCT) images is a very important step to analyze points of interest that may help on atherosclerosis diagnostic and treatment. Past studies use many different methods to segment the lumen in IVOCT images, like level set, morphological reconstruction, Markov random fields, and Otsu binarization. Despite Convolutional Neural Networks (CNN) have shown promising results in the image processing area, we did not identify, in the literature, works applying CNN in IVOCT images. In this paper, we present the lumen segmentation using CNN. We evaluated three different CNN architectures. The CNNs were evaluated using three versions from the image dataset, differing from each other by image size (768x768 pixels and 192x192 pixels), and by coordinate system representation (Cartesian and polar). The best results, Accuracy, Dice index and Jaccard index of over 99%, 98% and 97%, respectively, were obtained with the smallest size images represented by polar coordinate system.