Human-robot collaboration (HRC) is a challenging task in modern industry and gesture communication in HRC has attracted much interest. This paper proposes and demonstrates a dynamic gesture recognition system based on Motion History Image (MHI) and Convolutional Neural Networks (CNN). Firstly, ten dynamic gestures are designed for a human worker to communicate with an industrial robot. Secondly, the MHI method is adopted to extract the gesture features from video clips and generate static images of dynamic gestures as inputs to CNN. Finally, a CNN model is constructed for gesture recognition. The experimental results show very promising classification accuracy using this method.