Click Fraud is a type of fraud that occurs on the Internet in pay-per-click (PPC) online advertising. It occurs by intentional clicking of online advertisements with no actual interest in the advertised product or service. Click Fraud is an important threat to advertisement world that affects the revenue and trust of the advertisers also. To tackle this issue, we use various machine learning and deep learning model that can learn from the data given to train the system. Model will identify the fraud clicks based upon the data provided to the system in training stage. We made a deep learning model to classify the fraud and non-fraud clicks and compared its result with various machine learning approaches like SVM, Naive Bayes and logistic Regression.