Human immune system contains white blood cells (WBC) that are good indicator of many diseases like bacterial infections, AIDS, cancer, spleen, etc. White blood cells have been sub classified into four types: monocytes, lymphocytes, eosinophils and neutrophils on the basis of their nucleus, shape and cytoplasm. Traditionally in laboratories, pathologists and hematologists analyze these blood cells through microscope and then classify them manually. This manual process takes more time and increases the chance of human error. Hence, there is a need to automate this process. In this paper, first we have used different CNN pre-train models such as ResNet-50, InceptionV3, VGG16 and MobileNetV2 to automatically classify the white blood cells. These pre-train models are applied on Kaggle dataset of microscopic images. Although we achieved reasonable accuracy ranging between 92 to 95%, still there is need to enhance the performance. Hence, inspired by these architectures, a framework has been proposed to automatically categorize the four kinds of white blood cells with increased accuracy. The aim is to develop a convolution neural network (CNN) based classification system with decent generalization ability. The proposed CNN model has been tested on white blood cells images from Kaggle and LISC datasets. Accuracy achieved is 99.57% and 98.67% for both datasets respectively. Our proposed convolutional neural network-based model provides competitive performance as compared to previous results reported in literature.