Deep learning has drawn significant attention in different areas including drug discovery. It has been proposed that it could outperform other machine learning algorithms, especially with big data sets. In the field of pharmaceutical industry, machine learning models are built to understand quantitative structure-activity relationships (QSARs) and predict molecular activities, including absorption, distribution, metabolism, and excretion (ADME) properties, using only molecular structures. Previous reports have demonstrated the advantages of using deep neural networks (DNNs) for QSAR modeling. One of the challenges while building DNN models is identifying the hyperparameters that lead to better generalization of the models. In this study, we investigated several tunable hyperparameters of deep neural network models on 24 industrial ADME data sets. We analyzed the sensitivity and influence of five different hyperparameters including the learning rate, weight decay for L2 regularization, dropout rate, activation function, and the use of batch normalization. This paper focuses on strategies and practices for DNN model building. Further, the optimized model for each data set was built and compared with the benchmark models used in production. Based on our benchmarking results, we propose several practices for building DNN QSAR models.