Geophysical inversion attempts to estimate the distribution of physical properties in the Earth's interior from observations collected at or above the surface. Inverse problems are commonly posed as least-squares optimization problems in high-dimensional parameter spaces. Existing approaches are largely based on deterministic gradient-based methods, which are limited by nonlinearity and nonuniqueness of the inverse problem. Probabilistic inversion methods, despite their great potential in uncertainty quantification, still remain a formidable computational task. In this paper, I explore the potential of deep learning methods for electromagnetic inversion.