We investigate whether quantum annealers with select chip layouts can outperform classical computers in reinforcement learning tasks. We associate a transverse field Ising spin Hamiltonian with a layout of qubits similar to that of a deep Boltzmann machine (DBM) and use simulated quantum annealing (SQA) to numerically simulate quantum sampling from this system. We design a reinforcement learning algorithm in which the set of visible nodes representing the states and actions of an optimal policy are the first and last layers of the deep network. In absence of a transverse eld, our simulations show that DBMs train more effectively than restricted Boltzmann machines (RBM) with the same number of weights. Since sampling from Boltzmann distributions of a DBM is not classically feasible, this is evidence of advantage of a non-Turing sampling oracle. We then develop a framework for training the network as a quantum Boltzmann machine (QBM) in the presence of a significant transverse field for reinforcement learning. This further improves the reinforcement learning method using DBMs.