Uncertainty quantification of the remaining useful life (RUL) for degraded systems under the big data era has been a hot topic in recent years. A general idea is to execute two separate steps: deep-learning-based health indicator (HI) construction and stochastic process-based degradation modeling. However, there exists a critical matching defect between the constructed HI and a degradation model, which seriously affects the RUL prediction accuracy. Toward this end, this article proposes an interactive prognosis framework between deep learning and a stochastic process model for the RUL prediction. First, we resort to stacked contractive autoencoders to fuse multiple sensor information of historical systems for constructing the HI in a typical unsupervised manner. Then, considering the nonlinear characteristic of the constructed HI, an exponential-like degradation model is introduced to construct its degradation evolving model, and theoretical expressions of the prediction results are derived under the concept of the first hitting time. Furthermore, we design an optimization objective function by integrating the HI construction and degradation modeling for the RUL prediction. To minimize the designed objective function of the proposed interactive prognosis framework, a gradient descent algorithm is employed to update the model parameters. Based on the well-trained interactive prognosis model, we can obtain the HI of a field system from stacked contractive autoencoders with sensor data and the probability density function (pdf) of the predicted RUL on the basis of the estimated parameters. Finally, the effectiveness and superiority of the proposed interactive prognosis method are verified by two case studies associated with turbofan engines.