Due to its computation efficiency and retrieval quality, hashing has been widely applied to approximate nearest neighbor search for large-scale image retrieval, while deep hashing further improves the retrieval quality by end-toend representation learning and hash coding. With compact hash codes, Hamming space retrieval enables the most efficient constant-time search that returns data points within a given Hamming radius to each query, by hash table lookups instead of linear scan. However, subject to the weak capability of concentrating relevant images to be within a small Hamming ball due to mis-specified loss functions, existing deep hashing methods may underperform for Hamming space retrieval. This work presents Deep Cauchy Hashing (DCH), a novel deep hashing model that generates compact and concentrated binary hash codes to enable efficient and effective Hamming space retrieval. The main idea is to design a pairwise cross-entropy loss based on Cauchy distribution, which penalizes significantly on similar image pairs with Hamming distance larger than the given Hamming radius threshold. Comprehensive experiments demonstrate that DCH can generate highly concentrated hash codes and yield state-of-the-art Hamming space retrieval performance on three datasets, NUS-WIDE, CIFAR-10, and MS-COCO.