Gravitational waves are related to the concept of vibration of space-time curvature. When the body of heavy masses lies on the four-dimensional space-time and changes their position with turbulence motion then actually they create a disturbance in the space. The disturbance travels outward from the origin having light velocity is known as gravitational waves. Laser Interferometer Gravitational-Wave Observatory (LIGO) scientific teamwork declared the identification of these waves. In this paper, we review Gravitational waves, Detection of gravitational waves, deep learning for the classification of gravitational waves. We design and develop a deep learning system to classification gravitational waves of the dataset ‘Gravity Spy (Gravitational waves)’ that is made up of the LIGO images. The goals of this research are to gain a piece of reasonable and useful knowledge about Gravitational waves and propose an effective deep learning network system to classify the gravitational waves. The accuracy achieved by our model is 99.34%.