Due to the high storage and search efficiency, hashing has become prevalent for large-scale similarity search. Particularly, deep hashing methods have greatly improved the search performance under supervised scenarios. In contrast, unsupervised deep hashing models can hardly achieve satisfactory performance due to the lack of reliable supervisory similarity signals. To address this issue, we propose a novel deep unsupervised hashing model, dubbed DistillHash, which can learn a distilled data set consisted of data pairs, which have confidence similarity signals. Specifically, we investigate the relationship between the initial noisy similarity signals learned from local structures and the semantic similarity labels assigned by a Bayes optimal classifier. We show that under a mild assumption, some data pairs, of which labels are consistent with those assigned by the Bayes optimal classifier, can be potentially distilled. Inspired by this fact, we design a simple yet effective strategy to distill data pairs automatically and further adopt a Bayesian learning framework to learn hash functions from the distilled data set. Extensive experimental results on three widely used benchmark datasets show that the proposed DistillHash consistently accomplishes the stateof-the-art search performance.