Chest radiography has become the modality of choice for diagnosing pneumonia. However, analyzing chest X-ray images may be tedious, time-consuming and requiring expert knowledge that might not be available in less-developed regions. therefore, computer-aided diagnosis systems are needed. Recently, many classification systems based on deep learning have been proposed. Despite their success, the high development cost for deep networks is still a hurdle for deployment. Deep transfer learning (or simply transfer learning) has the merit of reducing the development cost by borrowing architectures from trained models followed by slight fine-tuning of some layers. Nevertheless, whether deep transfer learning is effective over training from scratch in the medical setting remains a research question for many applications. In this work, we investigate the use of deep transfer learning to classify pneumonia among chest X-ray images. Experimental results demonstrated that, with slight fine-tuning, deep transfer learning brings performance advantage over training from scratch. Three models, ResNet-50, Inception V3 and DensetNet121, were trained separately through transfer learning and from scratch. The former can achieve a 4.1% to 52.5% larger area under the curve (AUC) than those obtained by the latter, suggesting the effectiveness of deep transfer learning for classifying pneumonia in chest X-ray images.