Feature learning has the aim to take away the hassle of hand-designing features for machine learning tasks. Since the feature design process is tedious and requires a lot of experience, an automated solution is of great interest. However, an important problem in this field is that usually no objective values are available to fit a feature learning function to. Artificial Neural Networks are a sufficiently flexible tool for function approximation to be able to avoid this problem. We show how the error function of an ANN can be modified such that it works solely with objective distances instead of objective values. We derive the adjusted rules for backpropagation through networks with arbitrary depths and include practical considera- tions that must be taken into account to apply difference based learning successfully. On all three benchmark datasets we use, linear SVMs trained on automatically learned ANN features outperform RBF kernel SVMs trained on the raw data. This can be achieved in a feature space with up to only a tenth of dimensions of the number of original data dimensions. We conclude our work with two experiments on distance based ANN training in two further fields: data visualization and outlier detection.