Electroencephalography (EEG) is a common signal acquisition approach employed for Brain-Computer Interface (BCI) research. Nevertheless, the majority of EEG acquisition devices rely on the cumbersome application of conductive gel (so-called wet-EEG) to ensure a high quality signal is obtained. However, this process is unpleasant for the experimental participants and thus limits the practical application of BCI. In this work, we explore the use of a commercially available dry-EEG headset to obtain visual cortical ensemble signals. Whilst improving the usability of EEG within the BCI context, dry-EEG suffers from inherently reduced signal quality due to the lack of conduit gel, making the classification of such signals significantly more challenging. In this paper, we propose a novel Convolutional Neural Network (CNN) approach for the classification of raw dry-EEG signals without any data pre-processing. To illustrate the effectiveness of our approach, we utilise the Steady State Visual Evoked Potential (SSVEP) paradigm as our use case. SSVEP can be utilised to allow people with severe physical disabilities such as Complete Locked-In Syndrome or Amyotrophic Lateral Sclerosis to be aided via BCI applications, as it requires only the subject to fixate upon the sensory stimuli of interest. Here we utilise SSVEP flicker frequencies between 10 to 30 Hz, which we record as subject cortical waveforms via the dry-EEG headset. Our proposed end-to-end CNN allows us to automatically and accurately classify SSVEP stimulation directly from the dry-EEG waveforms. Our CNN architecture utilises a common SSVEP Convolutional Unit (SCU), comprising of a 1D convolutional layer, batch normalization and max pooling. Furthermore, We compare several deep learning neural network variants with our primary CNN architecture, in addition to traditional machine learning classification approaches. Experimental evaluation shows our CNN architecture to be significantly better than competing approaches, achieving a classification accuracy of 96% whilst demonstrating superior cross-subject performance and even being able to generalise well to unseen subjects whose data is entirely absent from the training process.