There are limited coronavirus disease 2019 (COVID-19) testing kits, therefore, development of other diagnosis approaches is desirable. The doctors generally utilize chest X-rays and Computed Tomography (CT) scans to diagnose pneumonia, lung inflammation, abscesses, and/or enlarged lymph nodes. Since COVID-19 attacks the epithelial cells that line our respiratory tract, therefore, X-ray images are utilized in this paper, to classify the patients with infected (COVID-19 [Formula: see text]ve) and uninfected (COVID-19 [Formula: see text]ve) lungs. Almost all hospitals have X-ray imaging machines, therefore, the chest X-ray images can be used to test for COVID-19 without utilizing any kind of dedicated test kits. However, the chest X-ray-based COVID-19 classification requires a radiology expert and significant time, which is precious when COVID-19 infection is increasing at a rapid rate. Therefore, the development of an automated analysis approach is desirable to save the medical professionals’ valuable time. In this paper, a deep convolutional neural network (CNN) approach is designed and implemented. Besides, the hyper-parameters of CNN are tuned using Multi-objective Adaptive Differential Evolution (MADE). Extensive experiments are performed by considering the benchmark COVID-19 dataset. Comparative analysis reveals that the proposed technique outperforms the competitive machine learning models in terms of various performance metrics.