Recently neural architecture search (NAS) has raised great interest in both academia and industry. However, it remains challenging because of its huge and non-continuous search space. Instead of applying evolutionary algorithm or reinforcement learning as previous works, this paper proposes a direct sparse optimization NAS (DSO-NAS) method. The motivation behind DSO-NAS is to address the task in the view of model pruning. To achieve this goal, we start from a completely connected block, and then introduce scaling factors to scale the information flow between operations. Next, sparse regularizations are imposed to prune useless connections in the architecture. Lastly, an efficient and theoretically sound optimization method is derived to solve it. Our method enjoys both advantages of differentiability and efficiency, therefore it can be directly applied to large datasets like ImageNet and tasks beyond classification. Particularly, on the CIFAR-10 dataset, DSO-NAS achieves an average test error 2.74 percent, while on the ImageNet dataset DSO-NAS achieves 25.4 percent test error under 600M FLOPs with 8 GPUs in 18 hours. As for semantic segmentation task, DSO-NAS also achieve competitive result compared with manually designed architectures on the PASCAL VOC dataset. Code is available at https://github.com/XinbangZhang/DSO-NAS.