Nowadays, the most frequent cancer in women is breast cancer (malignant tumor). If breast cancer is detected at the beginning stage, it can often be cured. Many researchers proposed numerous methods for early prediction of this Cancer. In this paper, we proposed feature ensemble learning based on Sparse Autoencoders and Softmax Regression for classification of Breast Cancer into benign (non-cancerous) and malignant (cancerous). We used Breast Cancer Wisconsin (Diagnostic) medical data sets from the UCI machine learning repository. The proposed method is assessed using various performance indices like true classification accuracy, specificity, sensitivity, recall, precision, f measure, and MCC. Simulation and result proved that the proposed approach gives better results in terms of different parameters. The prediction results obtained by the proposed approach were very promising (98.60% true accuracy). In addition, the proposed method outperforms the Stacked Sparse Autoencoders and Softmax Regression based (SSAE-SM) model and other State-of-the-art classifiers in terms of various performance indices. Experimental simulations, empirical results, and statistical analyses are also showing that the proposed model is an efficient and beneficial model for classification of Breast Cancer. It is also comparable with the existing machine learning and soft computing approaches present in the related literature.