We consider the problem of learning a one-hidden-layer neural network with non-overlapping convolutional layer and ReLU activation function, i.e., f(Z; w, a) = Σj ajσ(wT Zj), in which both the convolutional weights w and the output weights a are parameters to be learned. We prove that with Gaussian input Z, there is a spurious local minimum that is not a global minimum. Surprisingly, in the presence of local minimum, starting from randomly initialized weights, gradient descent with weight normalization can still be proven to recover the true parameters with constant probability (which can be boosted to arbitrarily high accuracy with multiple restarts). We also show that with constant probability, the same procedure could also converge to the spurious local minimum, showing that the local minimum plays a non-trivial role in the dynamics of gradient descent. Furthermore, a quantitative analysis shows that the gradient descent dynamics has two phases: it starts off slow, but converges much faster after several iterations.