Three new novel phases of carbon nitride (CN) bilayer, which are named as alpha-C$_{2}$N$_{2}$, beta-C$_{2}$N$_{2}$ and gamma-C$_{4}$N$_{4}$, respectively, have been predicted in this paper. All of them are consisted of two CN sheets connected by C-C covalent bonds. The phonon dispersions reveal that all these phases are dynamically stable, since no imaginary frequency is found for them. Transition path way between alpha-C$_{2}$N$_{2}$ and beta-C$_{2}$N$_{2}$ is investigated, which involves bond-breaking and bond-reforming between C and N. This conversion is difficult, since the activation energy barrier is found to be 1.90 eV per unit cell, high enough to prevent the transformation at room temperature. Electronic structures calculations show that they are all semiconductors with indirect band gap of 3.76 / 5.22 eV, 4.23 / 5.75 eV and 2.06 / 3.53 eV by PBE / HSE calculation, respectively. The beta-C$_{2}$N$_{2}$ has the widest band gap among the three phases. From our results, the three new two-dimensional materials have potential applications in the electronics, semiconductors, optics and spintronics.