In the original paper that proposed dropout layers, by Hinton (2012), dropout (with p=0.5) was used on each of the fully connected (dense) layers before the output; it was not used on the convolutional layers. This became the most commonly used configuration.

More recent research has shown some value in applying dropout also to convolutional layers, although at much lower levels: p=0.1 or 0.2. Dropout was used after the activation function of each convolutional layer: CONV->RELU->DROP.