We present a measurement of the first-order azimuthal anisotropy, $v_1(y)$, of deuterons from Au+Au collisions at $sqrt{s_{NN}}$ = 7.7, 11.5, 14.5, 19.6, 27, and 39 GeV recorded with the STAR experiment at the Relativistic Heavy Ion Collider (RHIC). The energy dependence of the $v_1(y)$ slope, $dv_{1}/dy|_{y=0}$, for deuterons, where $y$ is the rapidity, is extracted for semi-central collisions (10-40% centrality) and compared to that of protons. While the $v_1(y)$ slopes of protons are generally negative for $sqrt{s_{NN}} >$ 10 GeV, those for deuterons are consistent with zero, a strong enhancement of the $v_1(y)$ slope of deuterons is seen at the lowest collision energy (the largest baryon density) at $sqrt{s_{NN}} =$ 7.7 GeV. In addition, we report the transverse momentum dependence of $v_1$ for protons and deuterons. The experimental results are compared with transport and coalescence models.