Measurement of the ultra-rare K+→π+νν¯ decay at the NA62 experiment at CERN requires high-performance particle identification to distinguish muons from pions. Calorimetric identification currently in use, based on a boosted decision tree algorithm, achieves a muon misidentification probability of 1.2 × 10−5 for a pion identification efficiency of 75% in the momentum range of 15–40 GeV/c. In this work, calorimetric identification performance is improved by developing an algorithm based on a convolutional neural network classifier augmented by a filter. Muon misidentification probability is reduced by a factor of six with respect to the current value for a fixed pion-identification efficiency of 75%. Alternatively, pion identification efficiency is improved from 72% to 91% for a fixed muon misidentification probability of 10−5.