Increasing
phishing sites today have posed great threats due to their terribly imperceptible hazard. They expect users to mistake them as legitimate ones so as to steal user information and properties without notice. The conventional way to mitigate such threats is to set up blacklists. However, it cannot detect one-time Uniform Resource Locators (URL) that have not appeared in the list. As an improvement, deep learning methods are applied to increase detection accuracy and reduce the misjudgment ratio. However, some of them only focus on the characters in URLs but ignore the relationships between characters, which results in that the detection accuracy still needs to be improved. Considering the multi-head self-attention (MHSA) can learn the inner structures of URLs, in this paper, we propose CNN-MHSA, a Convolutional Neural Network (CNN) and the MHSA combined approach for highly-precise. To achieve this goal, CNN-MHSA first takes a URL string as the input data and feeds it into a mature CNN model so as to extract its features. In the meanwhile, MHSA is applied to exploit characters\' relationships in the URL so as to calculate the corresponding weights for the CNN learned features. Finally, CNN-MHSA can produce highly-precise detection result for a URL object by integrating its features and their weights. The thorough experiments on a dataset collected in real environment demonstrate that our method achieves 99.84% accuracy, which outperforms the classical method CNN-LSTM and at least 6.25% higher than other similar methods on average.