Temporal analysis of synthetic aperture radar (SAR) time series is a basic and significant issue in the remote sensing field. Change detection as well as other interpretation tasks of SAR images always involves non-linear/non-convex problems. Complex (non-linear) change criteria or models have thus been proposed for SAR images, instead of direct difference (e.g., change vector analysis) with/without linear transform (e.g., Principal Component Analysis, Slow Feature Analysis) used in optical image change detection. In this paper, inspired by the powerful deep learning techniques, we present a deep autoencoder (AE) based non-linear subspace representation for unsupervised change detection with multi-temporal SAR images. The proposed architecture is built upon an autoencoder-like (AE-like) network, which non-linearly maps the input SAR data into a latent space. Unlike normal AE networks, a self-expressive layer performing like principal component analysis (PCA) is added between the encoder and the decoder, which further transforms the mapped SAR data to mutually orthogonal subspaces. To make the proposed architecture more efficient at change detection tasks, the parameters are trained to minimize the representation difference of unchanged pixels in the deep subspace. Thus, the proposed architecture is namely the Differentially Deep Subspace Representation (DDSR) network for multi-temporal SAR images change detection. Experimental results on real datasets validate the effectiveness and superiority of the proposed architecture.