Data-driven approaches are promising to address the modeling issues of modern power electronics-based power systems, due to the black-box feature. Frequency-domain analysis has been applied to address the emerging small-signal oscillation issues caused by converter control interactions. However, the frequency-domain model of a power electronic system is linearized around a specific operating condition. It thus requires measurement or identification of frequency-domain models repeatedly at many operating points (OPs) due to the wide operation range of the power systems, which brings significant computation and data burden. This article addresses this challenge by developing a deep learning approach using multilayer feedforward neural networks (FNNs) to train the frequency-domain impedance model of power electronic systems that is continuous of OP. Distinguished from the prior neural network designs relying on trial-and-error and sufficient data size, this article proposes to design the FNN based on latent features of power electronic systems, i.e., the number of system poles and zeros. To further investigate the impacts of data quantity and quality, learning procedures from a small dataset are developed, and K-medoids clustering based on dynamic time warping is used to reveal insights into multivariable sensitivity, which helps improve the data quality. The proposed approaches for the FNN design and learning have been proven simple, effective, and optimal based on case studies on a power electronic converter, and future prospects in its industrial applications are also discussed.