Biotechnological analysis of DNA microarray genes provides valuable insights into the discovery and treatment of diseases such as cancer. It may also be crucial for the prevention and treatment of other genetic diseases. However, due to the large number of features and dimensions in a DNA microarray, the “curse of dimensions” problem is very common. Many machine learning methods require an effective subset of input genes to achieve high accuracy. Unfortunately, extracting features (genes) is an inherently NP-hard problem. Recently, the use of metaheuristics to overcome the NP-hardness of the feature extraction problem has attracted the attention of many researchers. In this paper, we use the combination of fuzzy entropy and Giza Pyramid Construction (GPC) for feature selection. First, redundant features in the microarray dataset are removed using the fuzzy entropy approach. GPC is then used to reduce the execution time. This results in the selection of a near-optimal subset of genes for cancer detection. Dimensionality reduction with GPC followed by classification with Convolutional Neural Network (CNN) creates a synergy to increase efficiency. The proposed method is tested on five well-known cancer patient datasets: leukemia, lymphoma, MLL, ovarian, and SRBCT. The performance of CNN was also measured with four well-known classifiers, including K-nearest neighbor, naïve Bayesian, decision tree, and logistic regression. Our results show that, on average, CNN has the highest accuracy, recall, precision, and F-measure in all datasets.