The excessive accumulation of fluid between layers of pleura covering lungs is known as pleural effusion. Pleural effusion may be due to various infections, inflammations or malignancy. The cytologists visually examine the microscopic slide to detect the malignant cells. The process is time-consuming, and interpretation of reactive cells and cells with ambiguous levels of atypia may differ between pathologists. Considerable research is happening towards the automation of fluid cytology reporting. We propose an integrated approach based on deep learning, where the network learns directly to detect the malignant cells in effusion cytology images. Architecture U-Net is used to learn the malignant and benign cells from the images and to detect the images that contain malignant cells. The model gives a precision of 0.96, recall of 0.96, and specificity of 0.97. The AUC of the ROC curve is 0.97. The model can be used as a screening tool and has a malignant cell detection rate of 0.96 with a low false alarm rate of 0.03.