This paper focuses on estimating probability distributions over the set of 3D rotations ($SO(3)$) using deep neural networks. Learning to regress models to the set of rotations is inherently difficult due to differences in topology between $mathbb{R}^N$ and $SO(3)$. We overcome this issue by using a neural network to output the parameters for a matrix Fisher distribution since these parameters are homeomorphic to $mathbb{R}^9$. By using a negative log likelihood loss for this distribution we get a loss which is convex with respect to the network outputs. By optimizing this loss we improve state-of-the-art on several challenging applicable datasets, namely Pascal3D+, ModelNet10-$SO(3)$ and UPNA head pose.