The task of finding natural groupings within a dataset exploiting proximity of samples is known as clustering, an unsupervised learning approach. Density-based clustering algorithms, which identify arbitrarily shaped clusters using spatial dimensions and neighbourhood aspects, are sensitive to the selection of parameters. For instance, DENsity CLUstEring (DENCLUE)—a density-based clustering algorithm—requires a trial-and-error approach to find suitable parameters for optimal clusters. Earlier attempts to automate the parameter estimation of DENCLUE have been highly dependent either on the choice of prior data distribution (which could vary across datasets) or by fixing one parameter (which might not be optimal) and learning other parameters. This article addresses this challenge by learning the parameters of DENCLUE through the differential evolution optimisation technique without prior data distribution assumptions. Experimental evaluation of the proposed approach demonstrated consistent performance across datasets (synthetic and real datasets) containing clusters of arbitrary shapes. The clustering performance was evaluated using clustering validation metrics (e.g., Silhouette Score, Davies–Bouldin Index and Adjusted Rand Index) as well as qualitative visual analysis when compared with other density-based clustering algorithms, such as DPC, which is based on weighted local density sequences and nearest neighbour assignments (DPCSA) and Variable KDE-based DENCLUE (VDENCLUE).