The new COVID-19 virus has proven to be a real threat to the humanity In this work we propose a machine learning approach to identify cases of infected patients through X-Ray images of their lungs Due to the scarceness of the available data and limited computational power, we come up with two approaches: i) Build a custom Convolutional Neural Network (CNN) from scratch, with large data set of historical not COVID-19 pulmonary X-Rays Tune the final layers with COVID-19 X-Ray images; ii) Apply transfer learning through pretrained CNN models (ResNet, VGG, DenseNet) and fine tuning with COVID-19 data The second approach allowed us to reach around 90% accuracy on this challenging task © 2020 IEEE