Online learning plays a key role in current education system. Engagement detection in online learning is crucial as the student's success in online courses heavily depends on his/her state of mind. In our previous work, we used facial expressions labeled as engaged and not-engaged for student's engagement detection. In this paper, we use student's behavioral (on-task and off-task) and emotional (satisfied, bored, and confused) information for engagement detection. Five different convolutional neural network models have been tested for the behavioral and the emotional dimensions detection to detect student's engagement in online learning. The models are All Convolutional Network, Network in Network, Very Deep Convolutional Network, Conv-Pool Convolutional Network, and a proposed model combing some special features from the above models. We used the dataset Dataset for the Affective States in E-Environments - for the performance evaluation. Experimental results show that the behavioral and emotional dimensions based engagement detection provides a high accuracy.