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Deep Learning models have been increasingly exploited in astrophysical studies, yet such data-driven algorithms are prone to producing biased outputs detrimental for subsequent analyses. In this work, we investigate two major forms of biases, i.e., class-dependent residuals and mode collapse, in a case study of estimating photometric redshifts as a classification problem using Convolutional Neural Networks (CNNs) and galaxy images with spectroscopic redshifts. We focus on point estimates and propose a set of consecutive steps for resolving the two biases based on CNN models, involving representation learning with multi-channel outputs, balancing the training data and leveraging soft labels. The residuals can be viewed as a function of spectroscopic redshifts or photometric redshifts, and the biases with respect to these two definitions are incompatible and should be treated in a split way. We suggest that resolving biases in the spectroscopic space is a prerequisite for resolving biases in the photometric space. Experiments show that our methods possess a better capability in controlling biases compared to benchmark methods, and exhibit robustness under varying implementing and training conditions provided with high-quality data. Our methods have promises for future cosmological surveys that require a good constraint of biases, and may be applied to regression problems and other studies that make use of data-driven models. Nonetheless, the bias-variance trade-off and the demand on sufficient statistics suggest the need for developing better methodologies and optimizing data usage strategies.