Optical implementation of artificial neural networks has been attracting great attention due to its potential in parallel computation at speed of light. Although all-optical deep neural networks (AODNNs) with a few neurons have been experimentally demonstrated with acceptable errors recently, the feasibility of large scale AODNNs remains unknown because error might accumulate inevitably with increasing number of neurons and connections. Here, we demonstrate a scalable AODNN with programmable linear operations and tunable nonlinear activation functions. We verify its scalability by measuring and analyzing errors propagating from a single neuron to the entire network. The feasibility of AODNNs is further confirmed by recognizing handwritten digits and fashions respectively.