How to create .exe file from a java program?

You don't create .exe files from a Java source. You can however create an executable JAR file. Google it.

GCJ can compile java source code to a native binary. For windows, look into MinGW. @santanu bera: You're wrong. I just type "gcj --main=hi hi.java", and I get this mysterious file called "a.out" in my directory, which happens to be a binary for my native instruction set. All I do from there is run it like I would with any other binary - I don't even need a java run-time environment. Quite strange, don't you think? Not really. This is like trying to educate a moron who uses the terms "compiled language" and "interpreted language". Programming languages are languages. They're not compilers or interpreters. They can be compiled or interpreted, compiled to Java byte code or compiled to an executable format native to the platform you're using. Since we've decided that compiling from Java to your native binary format is normal. Consider the idea of compiling from a language which isn't Java, to Java byte code. That must be impossible. Java byte code was designed for Java after all, right? Pfffsh. Look: https://en.wikipedia.org/wiki/Java_Virtual_Machine#C_to_bytecode_compilers C to Java bytecode! How amazing. I would have never thought that was possible. EDIT: Oh, and since you're still just getting over the fact that there are programs which compile from Java to a native binary. Look here: http://gcc.gnu.org/java/ "It can compile Java source code to Java bytecode (class files) or directly to native machine code, and Java bytecode to native machine code." Since there is an implementation of GCJ for Windows (MinGW). It should compile from Java to PE (Window's executable format). I haven't tried it since I don't use stupid, proprietary operating systems, but I'm sure it does.

first create BAT file for all of your classes.........then you can convert the bat file to exe file via bat2exe converter.....check on google that how to create bat file.....