In this paper we develop a new unsupervised machine learning technique comprised of a feature extractor, a convolutional autoencoder (CAE), and a clustering algorithm consisting of a Bayesian Gaussian mixture model (BGM). We apply this technique to visual band space-based simulated imaging data from the Euclid Space Telescope using data from the Strong Gravitational Lenses Finding Challenge. Our technique promisingly captures a variety of lensing features such as Einstein rings with different radii, distorted arc structures, etc, without using predefined labels. After the clustering process, we obtain several classification clusters separated by different visual features which are seen in the images. Our method successfully picks up $sim$63 percent of lensing images from all lenses in the training set. With the assumed probability proposed in this study, this technique reaches an accuracy of $77.25pm 0.48$% in binary classification using the training set. Additionally, our unsupervised clustering process can be used as the preliminary classification for future surveys of lenses to efficiently select targets and to speed up the labelling process. As the starting point of the astronomical application using this technique, we not only explore the application to gravitationally lensed systems, but also discuss the limitations and potential future uses of this technique.
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