The sequential recommendation, which models sequential behavioral patterns among users for the recommendation, plays a critical role in recommender systems. However, the state-of-the-art Recurrent Neural Networks (RNN) solutions rarely consider the non-linear feature interactions and non-monotone short-term sequential patterns, which are essential for user behavior modeling in sparse sequence data. In this paper, we propose a novel Recurrent Convolutional Neural Network model (RCNN). It not only utilizes the recurrent architecture of RNN to capture complex long-term dependencies, but also leverages the convolutional operation of Convolutional Neural Network (CNN) model to extract short-term sequential patterns among recurrent hidden states. Specifically, we first generate a hidden state at each time step with the recurrent layer. Then the recent hidden states are regarded as an “image”, and RCNN searches non-linear feature interactions and non-monotone local patterns via intra-step horizontal and inter-step vertical convolutional filters, respectively. Moreover, the output of convolutional filters and the hidden state are concatenated and fed into a fully-connected layer to generate the recommendation. Finally, we evaluate the proposed model using four real-world datasets from various application scenarios. The experimental results show that our model RCNN significantly outperforms the state-of-the-art approaches on sequential recommendation.