Albeit convolutional neural network (CNN) has shown promising capacity in many computer vision tasks, applying it to visual tracking is yet far from solved. Existing methods either employ a large external dataset to undertake exhaustive pre-training or suffer from less satisfactory results in terms of accuracy and robustness. To track single target in a wide range of videos, we present a novel Correlation Filter Neural Network architecture, as well as a complete visual tracking pipeline, The proposed approach is a special case of CNN, whose initialization does not need any pre-training on the external dataset. The initialization of network enjoys the merits of cyclic sampling to achieve the appealing discriminative capability, while the network updating scheme adopts advantages from back-propagation in order to capture new appearance variations. The tracking pipeline integrates both aspects well by making them complementary to each other. We validate our tracker on OTB-2013 benchmark. The proposed tracker obtains the promising results compared to most of existing representative trackers.