In the turning process, the surface roughness of the machined part is considered a critical indicator of quality control. Provided the conventional offline quality measurement and control is time-consuming, with slow feedback and an intensive workforce, this paper presents an online monitoring and prediction system for the effective and precise prediction of surface roughness of the machined parts during the machining process. In this system, the audible sound signal captured through the microphone is employed to extract the features related to surface roughness prediction. However, owing to the nonlinear phenomena and complex mechanism causing surface quality in the whole process, the selection of statistical features of the sound signal in both the time and frequency domains varies from one case to another. This variation may lead to false prediction results as sufficient domain knowledge is required. Therefore, the versatile and knowledge-independent features extraction method is proposed, which exploits deep transfer learning to automatically extract sound signal features in the time-frequency domain through pre-trained convolution neural networks (pre-trained CNN). The performance of prediction models based on two feature extraction methods – statistical feature extraction and automatic feature extraction was further tested and validated in the case study. The results demonstrate that the performances of the prediction model built on the automatically extracted features outperformed that developed with the statistical feature method concerning the accuracy and generalization of the prediction model. In addition, this study also provides solid theoretical and experimental support for developing a more precise and robust online surface quality monitoring system.