Rainfall depth is an important meteorological information. Generally, high spatial resolution rainfall data such as road-level rainfall data are more beneficial. However, it is expensive to set up sufficient Automatic Weather Systems to get the road-level rainfall data. In this paper, we propose to use deep learning to recognize rainfall depth from road surveillance videos. To achieve this goal, we collect a new video dataset and propose a procedure to calculate refined rainfall depth from the original meteorological data. We also propose to utilize the differential frame as well as the optical flow image for better recognition of rainfall depth. Under the Temporal Segment Networks framework, the experimental results show that the combination of the video frame and the differential frame is a superior solution for the rainfall depth recognition. The final model is able to achieve high performance in the single-location low sensitivity classification task and reasonable accuracy in the higher sensitivity classification task for both the single-location and the multi-location case.