Automatic Modulation Recognition (AMR) can obtain the modulation mode of the received signal for subsequent processing without the assistance of the transmitter. Although the existing AMR methods have been mature for the orthogonal signals, these methods face challenges when deployed in non-orthogonal transmission systems due to the superimposed signals. In this paper, we aim to develop efficient AMR methods for both downlink and uplink non-orthogonal transmission signals using deep learning-based data-driven classification methodology. Specifically, for downlink non-orthogonal signals, we propose a Bi-directional Long Short-Term Memory (BiLSTM)-based AMR method that exploits long-term data dependence to automatically learn irregular signal constellation shapes. Transfer learning is further incorporated to improve recognition accuracy and robustness under varying transmission conditions. For uplink non-orthogonal signals, the combinatorial number of classification types explodes exponentially with the number of signal layers, which becomes the major obstacle to AMR. We develop a spatio-temporal fusion network based on the attention mechanism to efficiently extract spatio-temporal features, and network details are optimized according to the superposition characteristics of non-orthogonal signals. Experiments show that the proposed deep learning-based methods outperform their conventional counterparts in both downlink and uplink non-orthogonal systems. In a typical uplink scenario with three non-orthogonal signal layers, the recognition accuracy can approach96.6%in the Gaussian channel, which is19%higher than the vanilla Convolution Neural Network.