Support estimation (SE) of a sparse signal refers to finding the location indices of the non-zero elements in a sparse representation. Most of the traditional approaches dealing with SE problem are iterative algorithms based on greedy methods or optimization techniques. Indeed, a vast majority of them use sparse signal recovery techniques to obtain support sets instead of directly mapping the non-zero locations from denser measurements (e.g., Compressively Sensed Measurements). This study proposes a novel approach for learning such a mapping from a training set. To accomplish this objective, the Convolutional Support Estimator Networks (CSENs), each with a compact configuration, are designed. The proposed CSEN can be a crucial tool for the following scenarios: (i) Real-time and low-cost support estimation can be applied in any mobile and low-power edge device for anomaly localization, simultaneous face recognition, etc. (ii) CSENs output can directly be used as prior information which improves the performance of sparse signal recovery algorithms. The results over the benchmark datasets show that state-of-the-art performance levels can be achieved by the proposed approach with a significantly reduced computational complexity.