Facial image retrieval is a challenging task since faces have many similar features (areas), which makes it difficult for the retrieval systems to distinguish faces of different people. With the advent of deep learning, deep networks are often applied to extract powerful features that are used in many areas of computer vision. This paper investigates the application of different deep learning models for face image retrieval, namely, Alexlayer6, Alexlayer7, VGG16layer6, VGG16layer7, VGG19layer6, and VGG19layer7, with two types of dictionary learning techniques, namely $K$-means and $K$-SVD. We also investigate some coefficient learning techniques such as the Homotopy, Lasso, Elastic Net and SSF and their effect on the face retrieval system. The comparative results of the experiments conducted on three standard face image datasets show that the best performers for face image retrieval are Alexlayer7 with $K$-means and SSF, Alexlayer6 with $K$-SVD and SSF, and Alexlayer6 with $K$-means and SSF. The APR and ARR of these methods were further compared to some of the state of the art methods based on local descriptors. The experimental results show that deep learning outperforms most of those methods and therefore can be recommended for use in practice of face image retrieval