The necessary step in the diagnosis of leukemia by the attending physician is to classify the white blood cells in the bone marrow, which requires the attending physician to have a wealth of clinical experience. Now the deep learning is very suitable for the study of image recognition classification, and the effect is not good enough to directly use some famous convolution neural network (CNN) models, such as AlexNet model, GoogleNet model, and VGGFace model. In this paper, we construct a new CNN model called WBCNet model that can fully extract features of the microscopic white blood cell image by combining batch normalization algorithm, residual convolution architecture, and improved activation function. WBCNet model has 33 layers of network architecture, whose speed has greatly been improved compared with the traditional CNN model in training period, and it can quickly identify the category of white blood cell images. The accuracy rate is 77.65% for Top-1 and 98.65% for Top-5 on the training set, while 83% for Top-1 on the test set. This study can help doctors diagnose leukemia, and reduce misdiagnosis rate.