Summary: In this paper, we present a data-driven approach to iteratively solve the discrete heterogeneous Helmholtz equation at high wavenumbers. In our approach, we combine classical iterative solvers with convolutional neural networks (CNNs) to form a preconditioner which is applied within a Krylov solver. For the preconditioner, we use a CNN of type U-Net that operates in conjunction with multigrid ingredients. Two types of preconditioners are proposed: (1) U-Net as a coarse grid solver and (2) U-Net as a deflation operator with shifted Laplacian V-cycles. Following our training scheme and data-augmentation, our CNN preconditioner can generalize over residuals and a relatively general set of wave slowness models. On top of that, we also offer an encoder-solver framework where an “encoder” network generalizes over the medium and sends context vectors to another “solver” network, which generalizes over the right-hand sides. We show that this option is more robust and efficient than the standalone variant. Last, we also offer a mini-retraining procedure, to improve the solver after the model is known. This option is beneficial when solving multiple right-hand sides, like in inverse problems. We demonstrate the efficiency and generalization abilities of our approach on a variety of two-dimensional problems.