Software effort estimation (SEE) is a software engineering problem that requires robust predictive models. To establish robust models, the most feasible configuration of hyperparameters of regression methods is searched. Although only a few works, which include hyperparameter optimisation (HO), have been done so far for SEE, there is not any comprehensive study including deep learning models. In this study, a feed-forward deep neural network algorithm (FFDNN) is proposed for software effort estimation. The algorithm relies on a binary-search-based method for finding hyperparameters. FFDNN outperforms five comparison algorithms in the experiment that uses two performance parameters. The results of the study suggest that: 1) Employing traditional methods such as grid and random search increases tuning time remarkably. Instead, sophisticated parameter search methods compatible with the structure of regression method should be developed; 2) The performance of SEE is enhanced when associated hyperparameter search method is devised according to the essentials of chosen deep learning approach; 3) Deep learning models achieve in competitive CPU time compared to the tree-based regression methods such as CART_DE8.