We investigate a Deep Learning based system for malware detection. In the investigation, we experiment with different combination of Deep Learning architectures including Auto-Encoders, and Deep Neural Networks with varying layers over Malicia malware dataset on which earlier studies have obtained an accuracy of (98%) with an acceptable False Positive Rates (1.07%). But these results were done using extensive man-made custom domain features and investing corresponding feature engineering and design efforts. In our proposed approach, besides improving the previous best results (99.21% accuracy and a False Positive Rate of 0.19%) indicates that Deep Learning based systems could deliver an effective defense against malware. Since it is good in automatically extracting higher conceptual features from the data, Deep Learning based systems could provide an effective, general and scalable mechanism for detection of existing and unknown malware.