Deep learning, one of the fastest-growing branches of artificial intelligence, has become one of the most relevant research and development areas of the last years, especially since 2012, when a neural network surpassed the most advanced image classification techniques of the time. This spectacular development has not been alien to the world of the arts, as recent advances in generative networks have made possible the artificial creation of high-quality content such as images, movies or music. We believe that these novel generative models propose a great challenge to our current understanding of computational creativity. If a robot can now create music that an expert cannot distinguish from music composed by a human, or create novel musical entities that were not known at training time, or exhibit conceptual leaps, does it mean that the machine is then creative? We believe that the emergence of these generative models clearly signals that much more research needs to be done in this area. We would like to contribute to this debate with two case studies of our own: TimbreNet, a variational auto-encoder network trained to generate audio-based musical chords, and StyleGAN Pianorolls, a generative adversarial network capable of creating short musical excerpts, despite the fact that it was trained with images and not musical data. We discuss and assess these generative models in terms of their creativity and we show that they are in practice capable of learning musical concepts that are not obvious based on the training data, and we hypothesize that these deep models, based on our current understanding of creativity in robots and machines, can be considered, in fact, creative.