When it comes to protecting our privacy, most Virtual Private Networks (VPNs) fail. Many of the popular VPNs are not safe to use specially if we are using a VPN to protect our privacy online. VPNs can look perfect on the surface, yet still be an absolute privacy and security disaster when we take a closer look. Some VPNs will infect our computer with malware, install hidden tracking libraries on our devices, steal private information, leave our data exposed to third parties, and even steal our bandwidth. In general, we should be cautious when downloading any VPN app on our mobile device. Hence, there is a need for detection of malicious VPNs before installing them on our Android mobile device. This article delivers a dataset of Android VPNs, including malicious or benign, and an optimized multi-layer perceptron neural network for detecting VPNs infected by malwares based on the permissions of the apps. Experimental results show that the pro[1]posed methodology is both practical and effective while it out performs other standard classifiers in terms of accuracy, precision, and recall.