Although many sentiment lexicons in different languages exist, most are not comprehensive. In a recent sentiment analysis application, we used a large Chinese sentiment lexicon and found that it missed a large number of sentiment words in social media. This prompted us to make a new attempt to study sentiment lexicon expansion. This paper first poses the problem as a PU learning problem, which is a new formulation. It then proposes a new PU learning method suitable for our problem using a neural network. The results are enhanced further with a new dictionary-based technique and a novel polarity classification technique. Experimental results show that the proposed approach outperforms baseline methods greatly.