Abstract: Deep learning (DL) has attracted the attention of computational toxicologists as it offers a potentially greater power for in silico predictive toxicology than existing shallow learning algorithms. However, contradicting reports have been documented. To further explore the advantages of DL over shallow learning, we conducted this case study using two cell-based androgen receptor (AR) activity datasets with 10K chemicals generated from the Tox21 program. A nested double-loop cross-validation approach was adopted along with a stratified sampling strategy for partitioning chemicals of multiple AR activity classes (i.e., agonist, antagonist, inactive, and inconclusive) at the same distribution rates amongst the training, validation and test subsets. Deep neural networks (DNN) and random forest (RF), representing deep and shallow learning algorithms, respectively, were chosen to carry out structure-activity relationship-based chemical toxicity prediction. Results suggest that DNN significantly outperformed RF (p < 0.001, ANOVA) by 22–27% for four metrics (precision, recall, F-measure, and AUPRC) and by 11% for another (AUROC). Further in-depth analyses of chemical scaffolding shed insights on structural alerts for AR agonists/antagonists and inactive/inconclusive compounds, which may aid in future drug discovery and improvement of toxicity prediction modeling.