As an analytic tool in medicine, deep learning has gained great attention and opened new ways for disease diagnosis. Recent studies validate the effectiveness of deep learning algorithms for binary classification of skin lesions (i.e., melanomas and nevi classes) with dermoscopic images. Nonetheless, those binary classification methods cannot be applied to the general clinical situation of skin cancer screening in which multi-class classification must be taken into account. The main objective of this research is to develop, implement, and calibrate an advanced deep learning model in the context of automated multi-class classification of skin lesions. The proposed Deep Convolutional Neural Network (DCNN) model is carefully designed with several layers, and multiple filter sizes, but fewer filters and parameters to improve efficacy and performance. Dermoscopic images are acquired from the International Skin Imaging Collaboration databases (ISIC-17, ISIC-18, and ISIC-19) for experiments. The experimental results of the proposed DCNN approach are presented in terms of precision, sensitivity, specificity, and other metrics. Specifically, it attains 94 % precision, 93 % sensitivity, and 91 % specificity in ISIC-17. It is demonstrated by the experimental results that this proposed DCNN approach outperforms state-of-the-art algorithms, exhibiting 0.964 area under the receiver operating characteristics (AUROC) in ISIC-17 for the classification of skin lesions and can be used to assist dermatologists in classifying skin lesions. As a result, this proposed approach provides a novel and feasible way for automating and expediting the skin lesion classification task as well as saving effort, time, and human life.