The gold standard of leukocyte differentiation is a manual examination of blood smears, which is not only time and labor intensive but also susceptible to human error. As to automatic classification, there is still no comparative study of cell segmentation, feature extraction, and cell classification, where a variety of machine and deep learning models are compared with home‐developed approaches. In this study, both traditional machine learning of K‐means clustering versus deep learning of U‐Net, U‐Net + ResNet18, and U‐Net + ResNet34 were used for cell segmentation, producing segmentation accuracies of 94.36% versus 99.17% for the dataset of CellaVision and 93.20% versus 98.75% for the dataset of BCCD, confirming that deep learning produces higher performance than traditional machine learning in leukocyte classification. In addition, a series of deep‐learning approaches, including AlexNet, VGG16, and ResNet18, was adopted to conduct feature extraction and cell classification of leukocytes, producing classification accuracies of 91.31%, 97.83%, and 100% of CellaVision as well as 81.18%, 91.64% and 97.82% of BCCD, confirming the capability of the increased deepness of neural networks in leukocyte classification. As to the demonstrations, this study further conducted cell‐type classification of ALL‐IDB2 and PCB‐HBC datasets, producing high accuracies of 100% and 98.49% among all literature, validating the deep learning model used in this study.