Object recognition is an important task for improving the ability of visual systems to perform complex scene understanding. Recently, the Exponential Linear Unit (ELU) has been proposed as a key component for managing bias shift in Convolutional Neural Networks (CNNs), but defines a parameter that must be set by hand. In this paper, we propose learning a parameterization of ELU in order to learn the proper activation shape at each layer in the CNNs. Our results on the MNIST, CIFAR-10/100 and ImageNet datasets using the NiN, Overfeat, All-CNN and ResNet networks indicate that our proposed Parametric ELU (PELU) has better performances than the non-parametric ELU. We have observed as much as a 7.28% relative error improvement on ImageNet with the NiN network, with only 0.0003% parameter increase. Our visual examination of the non-linear behaviors adopted by Vgg using PELU shows that the network took advantage of the added flexibility by learning different activations at different layers.