Symbolic execution is a powerful technique for program analysis. However, it has many limitations in practical applicability: the path explosion problem encumbers scalability, the need for language-specific implementation, the inability to handle complex dependencies, and the limited expressiveness of theories supported by underlying satisfiability checkers. Often, relationships between variables of interest are not expressible directly as purely symbolic constraints. To this end, we present a new approach -- neuro-symbolic execution -- which learns an approximation of the relationship as a neural net. It features a constraint solver that can solve mixed constraints, involving both symbolic expressions and neural network representation. To do so, we envision such constraint solving as procedure combining SMT solving and gradient-based optimization. We demonstrate the utility of neuro-symbolic execution in constructing exploits for buffer overflows. We report success on 13/14 programs which have difficult constraints, known to require specialized extensions to symbolic execution. In addition, our technique solves $100$% of the given neuro-symbolic constraints in $73$ programs from standard verification and invariant synthesis benchmarks.