Watching a 360 sports video requires a viewer to continuously select a viewing angle, either through a sequence of mouse clicks or head movements. To relieve the viewer from this "360 piloting" task, we propose "deep 360 pilot" -- a deep learning-based agent for piloting through 360 sports videos automatically. At each frame, the agent observes a panoramic image and has the knowledge of previously selected viewing angles. The task of the agent is to shift the current viewing angle (i.e. action) to the next preferred one (i.e., goal). We propose to directly learn an online policy of the agent from data. We use the policy gradient technique to jointly train our pipeline: by minimizing (1) a regression loss measuring the distance between the selected and ground truth viewing angles, (2) a smoothness loss encouraging smooth transition in viewing angle, and (3) maximizing an expected reward of focusing on a foreground object. To evaluate our method, we build a new 360-Sports video dataset consisting of five sports domains. We train domain-specific agents and achieve the best performance on viewing angle selection accuracy and transition smoothness compared to the baselines.