Generalized Spatial Modulation (GSM) is being considered for high capacity and energy-efficient networks of the future. However, signal detection due to inter channel interference among the active antennas is a challenge in GSM systems and is the focus of this paper. Specifically, we explore the feasibility of using deep neural networks (DNN) for signal detection in GSM. In particular, we propose a block DNN (BDNN) based architecture, where the active antennas and their transmitted constellation symbols are detected by smaller sub- DNNs. After N-ordinary DNN detection, the Euclidean distancebased soft constellation algorithm is implemented. The proposed B-DNN detector achieves a BER performance that is superior to traditional block zero-forcing (B-ZF) and block minimum mean-squared error (B-MMSE) detection schemes and similar to that of classical maximum likelihood (ML) detector. Further, the proposed method requires less computation time and is more accurate than alternative conventional numerical methods.