The MathWorks Neural Network Toolbox Team has just posted a new tool to the MATLAB Central File Exchange: the Neural Network Toolbox Converter for ONNX Model Format.
ONNX, or Open Neural Network Exchange Format, is intended to be an open format for representing deep learning models.
You need the latest release (R2018a) of MATLAB and the Neural Network Toolbox to use the converter. You can either choose "Get Add-Ons" from the MATLAB Toolstrip, or go directly to the converter's File Exchange page and download it from there.
For more information, see the converter documentation.