In this paper we present the first results of deep star counts carried out within the Calar Alto Deep Imaging Survey, CADIS (Meisenheimer 1998). Although CADIS was designed as an extragalactic survey, it also attempts to identify the stars in the fields in order to avoid confusion with quasars and compact galaxies. We have identified a sample of about 300 faint stars 15.5< R < 23), which are well suited to study the structure of the Galaxy. The stars lie in two fields, hereafter 16h and 9h field, respectively. The stars have been separated from galaxies by a classification scheme based on photometric spectra and morphological criteria. Distances were derived by photometric parallaxes. We are able to find stars up to distances of approximately 25 kpc above the Galactic plane. The vertical density distribution of the stars shows the contribution of the thin disk, the stellar halo and the ``thick disk of the Galaxy. We give quantitative descriptions of the components in terms of exponential disks and a de Vaucouleurs spheroid. For the disk stars we derive the luminosity function. It is equal within the errors to the local luminosity function and continues to rise out to at least M_V = 13. Implications for the mass function are briefly discussed.