We present first results of modeling convective photospheres of neutron stars. We show that in photospheres composed of the light elements convection arises only at relatively low effective temperatures (< 3-5*10^4 K), whereas in the case of iron compositon it arises at < 3*10^ K. Convection changes the depth dependence of the photosphere temperature and the shapes of the emergent spectra. Thus, it should be taken into account for the proper interpretation of EUV/soft-X-ray observations of the thermal radiation from neutron stars