Aims. We aim to perform consistent comparisons between observations and simulations on the mass dependence of the galaxy major merger fraction at low redshift over an unprecedentedly wide range of stellar masses (10^9 to 10^12 solar masses). Methods. We first carry out forward modelling of ideal synthetic images of major mergers and non-mergers selected from the Next Generation Illustris Simulations (IllustrisTNG) to include major observational effects. We then train deep convolutional neural networks (CNNs) using realistic mock observations of galaxy samples from the simulations. Subsequently, we apply the trained CNNs to real the Kilo-Degree Survey (KiDS) images of galaxies selected from the Galaxy And Mass Assembly (GAMA) survey. Based on the major merger samples, which are detected in a consistent manner in the observations and simulations, we determine the dependence of major merger fraction on stellar mass at z around 0.15 and make comparisons between the two. Results. The detected major merger fraction in the GAMA/KiDS observations has a fairly mild decreasing trend with increasing stellar mass over the mass range 10^9 < M_sun < M_star < 10^11.5 M_sun. There is good agreement in the mass dependence of the major merger fraction in the GAMA/KiDS observations and the IllustrisTNG simulations over 10^9.5 M_sun < M_star < 10^10.5 M_sun. However, the observations and the simulations show some differences at M_star > 10^10.5M_sun, possibly due to the supermassive blackhole feedback in its low-accretion state in the simulations which causes a sharp transition in the quenched fractions at this mass scale. The discrepancy could also be due to the relatively small volume of the simulations and/or differences in how stellar masses are measured in simulations and observations.