White blood cells, WBCs for short, are an essential component of the human immune system. These cells are our body's first line of defense against infections and diseases caused by bacteria, viruses, and fungi, as well as abnormal and external substances that may enter the bloodstream. A wrong WBC count can signify dangerous viral infections, autoimmune disorders, cancer, sarcoidosis, aplastic anemia, leukemia, tuberculosis, etc. A lot of these diseases and disorders can be extremely painful and often result in death. Leukemia is among the more common types of blood cancer and when left undetected leads to death. An early diagnosis is necessary which is possible by looking at the shapes and determining the numbers of young and immature WBCs to see if they are normal or not. Performing this task manually is a cumbersome, expensive, and time-consuming process for hematologists, and therefore computer-aided systems have been developed to help with this problem. This paper proposes an improved method of classification of WBCs utilizing a combination of preprocessing, convolutional neural networks (CNNs), feature selection algorithms, and classifiers. In preprocessing, contrast-limited adaptive histogram equalization (CLAHE) is applied to the input images. A CNN is designed and trained to be used for feature extraction along with ResNet50 and EfficientNetB0 networks. Ant colony optimization is used to select the best features which are then serially fused and passed onto classifiers such as support vector machine (SVM) and quadratic discriminant analysis (QDA) for classification. The classification accuracy achieved on the Blood Cell Images dataset is 98.44%, which shows the robustness of the proposed work.