Convolutional neural networks (ConvNets) are the actual standard for image recognizement and classification. On the present work we develop a Computer Aided-Diagnosis (CAD) system using ConvNets to classify a x-rays chest images dataset in two groups: Normal and Pneumonia. The study uses ConvNets models available on the PyTorch platform: AlexNet, SqueezeNet, ResNet and Inception. We initially use three training styles: complete from scratch using random initialization, using a pre-trained ImageNet model training only the last layer adapted to our problem (transfer learning) and a pre-trained model modified training all the classifying layers of the model (fine tuning). The last strategy of training used is with data augmentation techniques that avoid over fitting problems on ConvNets yielding the better results on this study