This work presents a deep-learning approach to estimate atmospheric density profiles for use in planetary entry guidance problems. A long short-term memory (LSTM) neural network is trained to learn the mapping between measurements available onboard an entry vehicle and the density profile through which it is flying. Measurements include the spherical state representation, Cartesian sensed acceleration components, and a surface-pressure measurement. Training data for the network is initially generated by performing a Monte Carlo analysis of an entry mission at Mars using the fully numerical predictor-corrector guidance (FNPEG) algorithm that utilizes an exponential density model, while the truth density profiles are sampled from MarsGRAM. A curriculum learning procedure is developed to refine the LSTM network's predictions for integration within the FNPEG algorithm. The trained LSTM is capable of both predicting the density profile through which the vehicle will fly and reconstructing the density profile through which it has already flown. The performance of the FNPEG algorithm is assessed for three different density estimation techniques: an exponential model, an exponential model augmented with a first-order fading-memory filter, and the LSTM network. Results demonstrate that using the LSTM model results in superior terminal accuracy compared to the other two techniques when considering both noisy and noiseless measurements.