In recent years, various studies have been conducted on the prediction of crime occurrences. This predictive capability is intended to assist in crime prevention by facilitating effective implementation of police patrols. Previous studies have used data from multiple domains such as demographics, economics, and education. Their prediction models treat data from different domains equally. These methods have problems in crime occurrence prediction, such as difficulty in discovering highly nonlinear relationships, redundancies, and dependencies between multiple datasets. In order to enhance crime prediction models, we consider environmental context information, such as broken windows theory and crime prevention through environmental design. In this paper, we propose a feature-level data fusion method with environmental context based on a deep neural network (DNN). Our dataset consists of data collected from various online databases of crime statistics, demographic and meteorological data, and images in Chicago, Illinois. Prior to generating training data, we select crime-related data by conducting statistical analyses. Finally, we train our DNN, which consists of the following four kinds of layers: spatial, temporal, environmental context, and joint feature representation layers. Coupled with crucial data extracted from various domains, our fusion DNN is a product of an efficient decision-making process that statistically analyzes data redundancy. Experimental performance results show that our DNN model is more accurate in predicting crime occurrence than other prediction models.