Frozen sections provide a basis for rapid intraoperative diagnosis that can guide surgery, but the diagnoses often challenge pathologists. Here we propose a rule-based system to differentiate thyroid nodules from intraoperative frozen sections using deep learning techniques. The proposed system consists of three components: (1) automatically locating tissue regions in the whole slide images (WSIs), (2) splitting located tissue regions into patches and classifying each patch into predefined categories using convolutional neural networks (CNN), and (3) integrating predictions of all patches to form the final diagnosis with a rule-based system. To be specific, we fine-tune the InceptionV3 model for thyroid patch classification by replacing the last fully connected layer with three outputs representing the patch's probabilities of being benign, uncertain, or malignant. Moreover, we design a rule-based protocol to integrate patches' predictions to form the final diagnosis, which provides interpretability for the proposed system. On 259 testing slides, the system correctly predicts 95.3% (61/64) of benign nodules and 96.7% (148/153) of malignant nodules, and classify 16.2% (42/259) slides as uncertain, including 19 benign and 16 malignant slides, which are a sufficiently small number to be manually examined by pathologists or fully processed through permanent sections. Besides, the system allows the localization of suspicious regions along with the diagnosis. A typical whole slide image, with 80, 000 x 60, 000 pixels, can be diagnosed within 1 min, thus satisfying the time requirement for intraoperative diagnosis. To the best of our knowledge, this is the first study to apply deep learning to diagnose thyroid nodules from intraoperative frozen sections. The code is released at https://github.com/PingjunChen/ThyroidRule.