While the number and structural features of white blood cells (WBC) can provide important information about the health status of human beings, the ratio of sub-types of these cells and the deformations that can be observed serve as a good indicator in the diagnosis process of some diseases. Hence, correct identification and classification of the WBC types is of great importance. In addition, the fact that the diagnostic process that is carried out manually is slow, and the success is directly proportional to the expert's skills makes this problem an excellent field of application for computer-aided diagnostic systems. Unfortunately, both the ethical reasons and the cost of image acquisition process is one of the biggest obstacles to the fact that researchers working with medical images are able to collect enough data to produce a stable model. For that reasons, researchers who want to perform a successful analysis with small data sets using classical machine learning methods need to undergo their data a long and error-prone pre-process, while those using deep learning methods need to increase the data size using augmentation techniques. As a result, there is a need for a model that does not need pre-processing and can perform a successful classification in small data sets.WBCs were classified under five categories using a small data set via capsule networks, a new deep learning method. We improved the model using many techniques and compared the results with the most known deep learning methods.Both the above-mentioned problems were overcame and higher success rates were obtained compared to other deep learning models. While, convolutional neural networks (CNN) and transfer learning (TL) models suffered from over-fitting, capsule networks learned well training data and achieved a high accuracy on test data (96.86%).In this study, we briefly discussed the abilities of capsule networks in a case study. We showed that capsule networks are a quite successful alternative for deep learning and medical data analysis when the sample size is limited.