In modern industries, high precision dimensional measurement plays a pivotal role in product inspection and sub-pixel edge detection is the core algorithm. Traditional interpolation and moment methods have achieved some success. However, those methods still have shortcomings. For example, the accuracy is still insufficient with the resolution limitation of the image sensor. Moreover, prediction results can be affected by image noise. With the recent success of deep learning technology, we propose a sub-pixel edge detection method based on convolution neural network (CNN) and bi-directional long short-term memory (LSTM). First, one-dimensional visual geometry group-16 (VGG-16) is employed to extract edge features. Then, a transformation operation is developed to generate sequence information. Lastly, bi-directional LSTM with fully-connected layers is introduced to output edge positions. Experimental results on our steel plate dataset demonstrate that our method achieves superior accuracy and anti-noise ability than traditional methods.