The fact that every human has a distinctive walking style has prompted a proposal to use gait recognition as an identification criterion. Using end-to-end learning, I investigated whether the center-of-pressure (COP) trajectory is sufficiently unique to identify a person with high certainty. Thirty-six adults walked for 30 min on a treadmill equipped with a force platform that continuously recorded the positions of the COP. The raw two-dimensional signals were sliced into segments of two gait cycles. A set of 20,250 segments from 30 subjects was used to configure and train convolutional neural networks (CNNs). The best CNN classified a separate set containing 2,250 segments with an overall accuracy of 99.9%. A second set of 4,500 segments from the six remaining subjects was then used for transfer learning. Several small subsamples of this set were selected randomly and used to fine tune the pretrained CNNs. Training with two segments per subject was sufficient to achieve 100% accuracy. The results suggest that every person produces a unique trajectory of underfoot pressures while walking and that CNNs can learn the distinctive features of these trajectories. By applying a pretrained CNN (transfer learning), a couple of strides seem enough to learn and identify new gaits. However, these promising results should be confirmed in a larger sample under realistic conditions.