MOTIVATION: Copy number variants (CNVs) are pivotal in driving phenotypic variation that facilitates species adaptation. They are significant contributors to various disorders, making ancient genomes crucial for uncovering the genetic origins of disease susceptibility across populations. However, detecting CNVs in ancient DNA (aDNA) samples poses substantial challenges due to several factors: (i) aDNA is often highly degraded; (ii) contamination from microbial DNA and DNA from closely related species introduces additional noise into sequencing data; and finally, (iii) the typically low-coverage of aDNA renders accurate CNV detection particularly difficult. Conventional CNV calling algorithms, which are optimized for high-coverage read-depth signals, underperform under such conditions. RESULTS: To address these limitations, we introduce LYCEUM, the first machine learning-based CNV caller for aDNA. To overcome challenges related to data quality and scarcity, we employ a two-step training strategy. First, the model is pre-trained on whole genome sequencing data from the 1000 Genomes Project, teaching it CNV-calling capabilities similar to conventional methods. Next, the model is fine-tuned using high-confidence CNV calls derived from only a few existing high-coverage aDNA samples. During this stage, the model adapts to making CNV calls based on the downsampled read depth signals of the same aDNA samples. LYCEUM achieves accurate detection of CNVs even in typically low-coverage ancient genomes. We also observe that the segmental deletion calls made by LYCEUM show correlation with the demographic history of the samples and exhibit patterns of negative selection inline with natural selection. AVAILABILITY AND IMPLEMENTATION: LYCEUM is available at https://github.com/ciceklab/LYCEUM.