Coronary heart disease (CHD) is one of the leading causes of death worldwide; if suffering from CHD and being in its end-stage, the most advanced treatments are required, such as heart surgery and heart transplant. Moreover, it is not easy to diagnose CHD at the earlier stage; hospitals diagnose it based on various types of medical tests. Thus, by predicting high-risk people who are to suffer from CHD, it is significant to reduce the risks of developing CHD. In recent years, some research works have been done using data mining to predict the risk of developing diseases based on medical tests. In this study, we have proposed a reconstruction error (RE) based deep neural networks (DNNs); this approach uses a deep autoencoder (AE) model for estimating RE. Initially, a training dataset is divided into two groups by their RE divergence on the deep AE model that learned from the whole training dataset. Next, two DNN classifiers are trained on each group of datasets separately by combining a RE based new feature with other risk factors to predict the risk of developing CHD. For creating the new feature, we use deep AE model that trained on the only high-risk dataset. We have performed an experiment to prove how the components of our proposed method work together more efficiently. As a result of our experiment, the performance measurements include accuracy, precision, recall, F-measure, and AUC score reached 86.3371%, 91.3716%, 82.9024%, 86.9148%, and 86.6568%, respectively. These results show that the proposed AE-DNNs outperformed regular machine learning-based classifiers for CHD risk prediction.