Recent breakthroughs in training deep neural network architectures, in particular deep Convolutional Neural Networks (CNNs), made a big impact on vision research and are increasingly responsible for advances in Computer Aided Diagnosis (CAD). Since many natural scenes and medical images vary in size and are too large to feed to the networks as a whole, two stage systems are typically employed, where in the first stage, small regions of interest in the image are located and presented to the network as training and test data. These systems allow us to harness accurate region based annotations, making the problem easier to learn. However, information is processed purely locally and context is not taken into account. In this paper, we present preliminary work on the employment of a Conditional Random Field (CRF) that is trained on top the CNN to model contextual interactions such as the presence of other suspicious regions, for mammography CAD. The model can easily be extended to incorporate other sources of information, such as symmetry, temporal change and various patient covariates and is general in the sense that it can have application in other CAD problems.