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This paper presents the first model extraction attack against Deep Reinforcement Learning (DRL), which enables an external adversary to precisely recover a black-box DRL model only from its interaction with the environment. Model extraction attacks against supervised Deep Learning models have been widely studied. However, those techniques cannot be applied to the reinforcement learning scenario due to DRL models' high complexity, stochasticity and limited observable information. We propose a novel methodology to overcome the above challenges. The key insight of our approach is that the process of DRL model extraction is equivalent to imitation learning, a well-established solution to learn sequential decision-making policies. Based on this observation, our methodology first builds a classifier to reveal the training algorithm family of the targeted black-box DRL model only based on its predicted actions, and then leverages state-of-the-art imitation learning techniques to replicate the model from the identified algorithm family. Experimental results indicate that our methodology can effectively recover the DRL models with high fidelity and accuracy. We also demonstrate two use cases to show that our model extraction attack can (1) significantly improve the success rate of adversarial attacks, and (2) steal DRL models stealthily even they are protected by DNN watermarks. These pose a severe threat to the intellectual property and privacy protection of DRL applications.