The search for anti-nucleus antibodies (ANA) represents a fundamental step in the diagnosis of autoimmune diseases. The test considered the gold standard for ANA research is indirect immunofluorescence (IIF). The best substrate for ANA detection is provided by Human Epithelial type 2 (HEp-2) cells. The first phase of HEp-2 type image analysis involves the classification of fluorescence intensity in the positive/negative classes. However, the analysis of IIF images is difficult to perform and particularly dependent on the experience of the immunologist. For this reason, the interest of the scientific community in finding relevant technological solutions to the problem has been high. Deep learning, and in particular the Convolutional Neural Networks (CNNs), have demonstrated their effectiveness in the classification of biomedical images. In this work the efficacy of the CNN fine-tuning method applied to the problem of classification of fluorescence intensity in HEp-2 images was investigated. For this purpose, four of the best known pre-trained networks were analyzed (AlexNet, SqueezeNet, ResNet18, GoogLeNet). The classifying power of CNN was investigated with different training modalities; three levels of freezing weights and scratch. Performance analysis was conducted, in terms of area under the ROC (Receiver Operating Characteristic) curve (AUC) and accuracy, using a public database. The best result achieved an AUC equal to 98.6% and an accuracy of 93.9%, demonstrating an excellent ability to discriminate between the positive/negative fluorescence classes. For an effective performance comparison, the fine-tuning mode was compared to those in which CNNs are used as feature extractors, and the best configuration found was compared with other state-of-the-art works.