Single-shot fringe projection profilometry (FPP) is essential for retrieving the absolute depth information of the objects in high-speed dynamic scenes. High-precision 3D reconstruction using only one single pattern has become the ultimate goal in FPP. The frequency-multiplexing (FM) method is a promising strategy for realizing single-shot absolute 3D measurement by compounding multi-frequency fringe information for phase unwrapping. In order to solve the problem of serious spectrum aliasing caused by multiplexing schemes that cannot be removed by traditional spectrum analysis algorithms, we apply deep learning to frequency multiplexing composite fringe projection and propose a composite fringe projection deep learning profilometry (CDLP). By combining physical model and data-driven approaches, we demonstrate that the model generated by training an improved deep convolutional neural network can directly perform high-precision and unambiguous phase retrieval on a single-shot spatial frequency multiplexing composite fringe image. Experiments on both static and dynamic scenes demonstrate that our method can retrieve robust and unambiguous phases information while avoiding spectrum aliasing and reconstruct high-quality absolute 3D surfaces of objects only by projecting a single composite fringe image.