The phase behavior of complex fluids is a challenging problem for molecular simulations. Supervised machine learning (ML) methods have shown potential for identifying the phase boundaries of lattice models. In this work, we extend these ML methods to continuous-space systems. We propose a convolutional neural network model that utilizes grid-interpolated coordinates of molecules as input data of ML and optimizes the search for phase transitions with different filter sizes. We test the method for the phase diagram of two off-lattice models, namely, the Widom-Rowlinson model and a symmetric freely jointed polymer blend, for which results are available from standard molecular simulations techniques. The ML results show good agreement with results of previous simulation studies with the added advantage that there is no critical slowing down. We find that understanding intermediate structures near a phase transition and including them in the training set is important to obtain the phase boundary near the critical point. The method is quite general and easy to implement and could find wide application to study the phase behavior of complex fluids.