Intracranial hemorrhage is a serious health problem requiring rapid and often intensive medical care. Identifying the location and type of any hemorrhage present is a critical step in treating the patient. Diagnosis requires an urgent procedure and the detection of the hemorrhage is a hard and time-consuming process for human experts. In this paper, we propose a novel method based on Deep Learning techniques which can be useful as decision support system. Our proposal is two-folded. On the one hand, the proposed technique classifies slices of computed tomography scans for hemorrhage existence or not, achieving 92.7% accuracy and 0.978 ROC-AUC. On the other hand, our method provides visual explanation to the chosen classification by using the so-called Grad-CAM method.