We present compact and effective deep convolutional neural networks (CNNs) by exploring properties of videos for video deblurring. Motivated by the non-uniform blur property that not all the pixels of the frames are blurry, we develop a CNN to integrate a temporal sharpness prior (TSP) for removing blur in videos. The TSP exploits sharp pixels from adjacent frames to facilitate the CNN for better frame restoration. Observing that the motion field is related to latent frames instead of blurry ones in the image formation model, we develop an effective cascaded training approach to solve the proposed CNN in an end-to-end manner. As videos usually contain similar contents within and across frames, we propose a non-local similarity mining approach based on a self-attention method with the propagation of global features to constrain CNNs for frame restoration. We show that exploring the domain knowledge of videos can make CNNs more compact and efficient, where the CNN with the non-local spatial-temporal similarity is 3× smaller than the state-of-the-art methods in terms of model parameters while its performance gains are at least 1 dB higher in terms of PSNRs. Extensive experimental results show that our method performs favorably against state-of-the-art approaches on benchmarks and real-world videos.