Convolutional Neural Networks (CNNs) have been applied to visual tracking with demonstrated success in recent years. Most CNN-based trackers utilize hierarchical features extracted from a certain layer to represent the target. However, features from a certain layer are not always effective for distinguishing the target object from the backgrounds especially in the presence of complicated interfering factors (e.g., heavy occlusion, background clutter, illumination variation, and shape deformation). In this work, we propose a CNN-based tracking algorithm which hedges deep features from different CNN layers to better distinguish target objects and background clutters. Correlation filters are applied to feature maps of each CNN layer to construct a weak tracker, and all weak trackers are hedged into a strong one. For robust visual tracking, we propose a hedge method to adaptively determine weights of weak classifiers by considering both the difference between the historical as well as instantaneous performance, and the difference among all weak trackers over time. In addition, we design a Siamese network to define the loss of each weak tracker for the proposed hedge method. Extensive experiments on large benchmark datasets demonstrate the effectiveness of the proposed algorithm against the state-of-the-art tracking methods.