Pneumonia is a major cause of death among children below the age of 5 years, globally. It is especially prevalent in developing and underdeveloped nations where the risk factors for the disease such as unhygienic living conditions, high levels of pollution and overcrowding are higher. Radiological examination (usually X-ray scans) is conducted to detect pneumonia, yet it is prone to subjective variability and can lead to disagreements among different radiologists. To detect traces of pneumonia from X-ray images, a more robust method is therefore required, which can be achieved by using a computer-aided diagnosis (CAD) system. In this study, we develop a two-stage framework, using the combination of deep learning and optimization algorithms, which is both accurate and time-efficient. In its first stage, the proposed framework extracts feature using a customized deep learning model called DenseNet-201 following the concept of transfer learning to cope with the scanty available data. In the second stage, we then reduce the feature dimension using an improved sine cosine algorithm equipped with adaptive beta hill climbing-based local search algorithm. The optimized feature subset is utilized for the classification of “Pneumonia” and “Normal” X-ray images using a support vector machines classifier. Upon an evaluation on a publicly available data set, the proposed method demonstrates the highest accuracy of 98.36% and sensitivity of 98.79% with a feature reduction of 85.55% (74 features selected out of 512), using a five-fold cross-validation scheme. Extensive additional experiments on continuous benchmark functions as well as the CEC-2017 test suite further showcase the superiority and suitability of our proposed approach in application to real-valued optimization problems. The relevant codes for the proposed method can be found in https://github.com/soumitri2001/Pneumonia-Detection-Local-Search-aided-SCA.