Cryo-electron microscopy (cryo-EM) single-particle analysis is a revolutionary imaging technique to resolve and visualize biomacromolecules. Image alignment in cryo-EM is an important and basic step to improve the precision of the image distance calculation. However, it is a very challenging task due to high noise and low signal-to-noise ratio. Therefore, we propose a new deep unsupervised difference learning (UDL) strategy with novel pseudo-label guided learning network architecture and apply it to pair-wise image alignment in cryo-EM. The training framework is fully unsupervised. Furthermore, a variant of UDL called joint UDL (JUDL), is also proposed, which is capable of utilizing the similarity information of the whole dataset and thus further increase the alignment precision. Assessments on both real-world and synthetic cryo-EM single-particle image datasets suggest the new unsupervised joint alignment method can achieve more accurate alignment results. Our method is highly efficient by taking advantages of GPU devices. The source code of our methods is publicly available at “http://www.csbio.sjtu.edu.cn/bioinf/JointUDL/” for academic use.