Malware domains generated by Domain Generated Algorithms (DGA) are highly dynamic in nature. The traditional approach of blacklisting the malicious domains is a time consuming approach and are not effective, as the DGA randomly generate the domain names for the malware. For real-time applications, malware detection is to be performed on the fly and hence sophisticated techniques are in demand to address this issue. Even though various machine learning techniques are employed for this purpose, the performance of such algorithms depends on how good the features are designed. In this work, we have proposed a transfer learning technique by combining the best performing Convolutional Neural Network with the machine learning algorithms such as Naive Bayes classifier for detection and classification of DGA generated domains. We have evaluated our approach using the dataset released by DMD 2018 Shared Task for both binary classification and multiclass classification scenario. Our methodology of CNN with NB for binary classification has been awarded the first rank in this DMD 2018 shared task. © Springer Nature Singapore Pte Ltd. 2019.