A method to determine the presence of hard X-ray emission processes from a dense plasma focus (205 J, 22 kV, 6.5 mbar H2) using Ultra High Frequency (UHF) measurements and deep learning techniques is presented. Simultaneously, the electromagnetic UHF radiation emitted from the plasma focus was measured with a Vivaldi UHF antenna, while the hard X-ray emission was measured with a scintillator-photomultiplier system. A classification algorithm based on deep learning methods, using two-dimensional convolutional layers, was implemented to predict the hard X-ray signal standard deviation value using only the antenna signal measurement. Two independent datasets, consisting of 999 and 1761 data pairs each, were used in the analysis. Different realizations of the training/validation process using a deep learning model, obtained overall better results in comparison to other machine learning methods like k-neighbors, decision trees, gradient boost, and random forest. The results of the deep learning algorithm, and even its comparison with other machine learning methods, indicate that a relationship between the electromagnetic UHF radiation and hard X-ray emission can be established, enabling the indirect detection of hard X-ray pulses only using the UHF antenna signal. This indirect detection presents the opportunity to have a simple and low-cost diagnostic, compared to the methods currently used to characterize the pulses of X-rays emitted from plasma focus discharges.