Transposable Elements (TEs) are DNA sequences capable of moving within a cell's genome. Their transposition has many effects in genomes, such as creating genetic variability and promoting changes in genes' functionality. Recently, TEs classification has been addressed using Machine Learning (ML), more specifically by Hierarchical Classification (HC) methods. Such works proved to be superior than previous ones in the literature. However, there is still room for improvement performance wise. In this direction, Deep Neural Networks (DNNs) have attracted a lot of attention in ML. In particular, Stacked Denoising Auto-Encoders (DAEs) and Deep Multi Layer-Perceptrons (MLPs) are known to provide outstanding results. By performing an extensive evaluation, our results point out that DNNs can enhance the performance of HC methods, being able to push further the state-of-art in TEs' classification.