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Malware detection plays a vital role in computer security. Modern machine learning approaches have been centered around domain knowledge for extracting malicious features. However, many potential features can be used, and it is time consuming and difficult to manually identify the best features, especially given the diverse nature of malware. In this paper, we propose Neurlux, a neural network for malware detection. Neurlux does not rely on any feature engineering, rather it learns automatically from dynamic analysis reports that detail behavioral information. Our model borrows ideas from the field of document classification, using word sequences present in the reports to predict if a report is from a malicious binary or not. We investigate the learned features of our model and show which components of the reports it tends to give the highest importance. Then, we evaluate our approach on two different datasets and report formats, showing that Neurlux improves on the state of the art and can effectively learn from the dynamic analysis reports. Furthermore, we show that our approach is portable to other malware analysis environments and generalizes to different datasets.