Satellite-Derived Bathymetry (SDB) has been used in many applications related to coastal management. SDB can efficiently fill data gaps obtained from traditional measurements with echo sounding. However, it still requires numerous training data, which is not available in many areas. Furthermore, the accuracy problem still arises considering the linear model could not address the non-relationship between reflectance and depth due to bottom variations and noise. Convolutional Neural Networks (CNN) offers the ability to capture the connection between neighbouring pixels and the non-linear relationship. These CNN characteristics make it compelling to be used for shallow water depth extraction. We investigate the accuracy of different architectures using different window sizes and band combinations. We use Sentinel-2 Level 2A images to provide reflectance values, and Lidar and Multi Beam Echo Sounder (MBES) datasets are used as depth references to train and test the model. A set of Sentinel-2 and in-situ depth subimage pairs are extracted to perform CNN training. The model is compared to the linear transform and applied to two other study areas. Resulting accuracy ranges from 1.3 m to 1.94 m, and the coefficient of determination reaches 0.94. The SDB model generated using a window size of 9x9 indicates compatibility with the reference depths, especially at areas deeper than 15 m. The addition of both short wave infrared bands to the four visible bands in training improves the overall accuracy of SDB. The implementation of the pre-trained model to other study areas provides similar results depending on the water conditions.