The analysis of the choroid in the eye is crucial for our understanding of a range of ocular diseases and physiological processes. Optical coherence tomography (OCT) imaging provides the ability to capture highly detailed cross-sectional images of the choroid yet only a very limited number of commercial OCT instruments provide methods for automatic segmentation of choroidal tissue. Manual annotation of the choroidal boundaries is often performed but this is impractical due to the lengthy time taken to analyse large volumes of images. Therefore, there is a pressing need for reliable and accurate methods to automatically segment choroidal tissue boundaries in OCT images. In this work, a variety of patch-based and fully-convolutional deep learning methods are proposed to accurately determine the location of the choroidal boundaries of interest. The effect of network architecture, patch-size and contrast enhancement methods was tested to better understand the optimal architecture and approach to maximize performance. The results are compared with manual boundary segmentation used as a ground-truth, as well as with a standard image analysis technique. Results of total retinal layer segmentation are also presented for comparison purposes. The findings presented here demonstrate the benefit of deep learning methods for segmentation of the chorio-retinal boundary analysis in OCT images.