In this paper, we present Deep Graph Kernels (DGK), a unified framework to learn latent representations of sub-structures for graphs, inspired by latest advancements in language modeling and deep learning. Our framework leverages the dependency information between sub-structures by learning their latent representations. We demonstrate instances of our framework on three popular graph kernels, namely Graphlet kernels, Weisfeiler-Lehman subtree kernels, and Shortest-Path graph kernels. Our experiments on several benchmark datasets show that Deep Graph Kernels achieve significant improvements in classification accuracy over state-of-the-art graph kernels.