Cancer has long been a main cause of human death, and the discovery of new drugs and the customization of cancer therapy have puzzled people for a long time. In order to facilitate the discovery of new anti-cancer drugs and the customization of treatment strategy, we seek to predict the response of different anti-cancer drugs with variational autoencoders (VAE) and multi-layer perceptron (MLP).Our model takes as input gene expression data of cancer cell lines and anti-cancer drug molecular data, and encode these data with {\sc {GeneVae}} model, which is an ordinary VAE, and rectified junction tree variational autoencoder ({\sc JtVae}) (\cite{jin2018junction}) model, respectively. Encoded features are processes by a Multi-layer Perceptron (MLP) model to produce a final prediction. We reach an average coefficient of determination ($R^{2} = 0.83$) in predicting drug response on breast cancer cell lines and an average $R^{2} > 0.84$ on pan-cancer cell lines. Additionally, we show that our model can generate unseen effective drug compounds for specific cancer cell lines.