Parcellation of anatomically segregated cortical and subcortical brain regions is required in diffusion MRI (dMRI) analysis for region-specific quantification and better anatomical specificity of tractography. Most current dMRI parcellation approaches compute the parcellation from anatomical MRI (T1- or T2-weighted) data, using tools such as FreeSurfer or CAT12, and then register it to the diffusion space. However, the registration is challenging due to image distortions and low resolution of dMRI data, often resulting in mislabeling in the derived brain parcellation. Furthermore, these approaches are not applicable when anatomical MRI data is unavailable. As an alternative we developed the Deep Diffusion Parcellation (DDParcel), a deep learning method for fast and accurate parcellation of brain anatomical regions directly from dMRI data. The input to DDParcel are dMRI parameter maps and the output are labels for 101 anatomical regions corresponding to the FreeSurfer Desikan-Killiany (DK) parcellation. A multi-level fusion network leverages complementary information in the different input maps, at three network levels: input, intermediate layer, and output. DDParcel learns the registration of diffusion features to anatomical MRI from the high-quality Human Connectome Project data. Then, to predict brain parcellation for a new subject, the DDParcel network no longer requires anatomical MRI data but only the dMRI data. Comparing DDParcel's parcellation with T1w-based parcellation shows higher test-retest reproducibility and a higher regional homogeneity, while requiring much less computational time. Generalizability is demonstrated on a range of populations and dMRI acquisition protocols. Utility of DDParcel's parcellation is demonstrated on tractography analysis for fiber tract identification.