In this paper, we address the problem of hand-drawn sketch recognition. Inspired by the Bayesian decision theory, we present a deep metric learning loss with the objective to minimize the Bayesian risk of misclassification. We estimate this risk for every mini-batch during training, and learn robust deep embeddings by backpropagating it to a deep neural network in an end-to-end trainable paradigm. Our learnt embeddings are discriminative and robust despite of intra-class variations and inter-class similarities naturally present in hand-drawn sketch images. Outperforming the state of the art on sketch recognition, our method achieves 82.2% and 88.7% on TU-Berlin-250 and TU-Berlin-160 benchmarks respectively. © Springer Nature Switzerland AG 2019.