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We propose an algorithm to (i) learn online a deep signed distance function (SDF) with a LiDAR-equipped robot to represent the 3D environment geometry, and (ii) plan collision-free trajectories given this deep learned map. Our algorithm takes a stream of incoming LiDAR scans and continually optimizes a neural network to represent the SDF of the environment around its current vicinity. When the SDF network quality saturates, we cache a copy of the network, along with a learned confidence metric, and initialize a new SDF network to continue mapping new regions of the environment. We then concatenate all the cached local SDFs through a confidence-weighted scheme to give a global SDF for planning. For planning, we make use of a sequential convex model predictive control (MPC) algorithm. The MPC planner optimizes a dynamically feasible trajectory for the robot while enforcing no collisions with obstacles mapped in the global SDF. We show that our online mapping algorithm produces higher-quality maps than existing methods for online SDF training. In the WeBots simulator, we further showcase the combined mapper and planner running online -- navigating autonomously and without collisions in an unknown environment.