Protein allostery is a biological process facilitated by spatially long-range intra-protein communication, whereby ligand binding or amino acid mutation at a distant site affects the active site remotely. Molecular dynamics (MD) simulation provides a powerful computational approach to probe the allosteric effect. However, current MD simulations cannot reach the time scales of whole allosteric processes. The advent of deep learning made it possible to evaluate both spatially short and long-range communications for understanding allostery. For this purpose, we applied a neural relational inference (NRI) model based on a graph neural network (GNN), which adopts an encoder-decoder architecture to simultaneously infer latent interactions to probe protein allosteric processes as dynamic networks of interacting residues. From the MD trajectories, this model successfully learned the long-range interactions and pathways that can mediate the allosteric communications between the two distant sites in the Pin1, SOD1, and MEK1 systems.