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Lightweight neural networks refer to deep networks with small numbers of parameters, which can be deployed in resource-limited hardware such as embedded systems. To learn such lightweight networks effectively and efficiently, in this paper we propose a novel convolutional layer, namely Channel-Split Recurrent Convolution (CSR-Conv), where we split the output channels to generate data sequences with length T as the input to the recurrent layers with shared weights. As a consequence, we can construct lightweight convolutional networks by simply replacing (some) linear convolutional layers with CSR-Conv layers. We prove that under mild conditions the model size decreases with the rate of O( 1 ). Empirically we demonstrate the state-of-the-art T2 performance using VGG-16, ResNet-50, ResNet-56, ResNet- 110, DenseNet-40, MobileNet, and EfficientNet as backbone networks on CIFAR-10 and ImageNet. Codes can be found on https://github.com/tuaxon/CSR Conv.