Radar is expected in advanced driver-assistance systems for environmentally robust measurements. In this paper, we propose a novel radar signal segmentation method by using a complex-valued fully convolutional network (CvFCN) that comprises complex-valued layers, real-valued layers, and a bidirectional conversion layer between them. We also propose an efficient automatic annotation system for dataset generation. We apply the CvFCN to two-dimensional (2D) complex-valued radar signal maps (r-maps) that comprise angle and distance axes. An r-maps is a 2D complex-valued matrix that is generated from raw radar signals by 2D Fourier transformation. We annotate the r-maps automatically using LiDAR measurements. In our experiment, we semantically segment r-map signals into pedestrian and background regions, achieving accuracy of 99.7% for the background and 96.2% for pedestrians.