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Turning a java class into an executable file using command line [duplicate] - java

If I have a Java source file (*.java) or a class file (*.class), how can I convert it to a .exe file?
I also need an installer for my program.

javapackager
The Java Packager tool compiles, packages, and prepares Java and JavaFX applications for distribution. The javapackager command is the command-line version.
– Oracle's documentation
The javapackager utility ships with the JDK. It can generate .exe files with the -native exe flag, among many other things.
WinRun4J
WinRun4j is a java launcher for windows. It is an alternative to javaw.exe and provides the following benefits:
Uses an INI file for specifying classpath, main class, vm args, program args.
Custom executable name that appears in task manager.
Additional JVM args for more flexible memory use.
Built-in icon replacer for custom icon.
[more bullet points follow]
– WinRun4J's webpage
WinRun4J is an open source utility. It has many features.
packr
Packages your JAR, assets and a JVM for distribution on Windows, Linux and Mac OS X, adding a native executable file to make it appear like a native app. Packr is most suitable for GUI applications.
– packr README
packr is another open source tool.
JSmooth
JSmooth is a Java Executable Wrapper. It creates native Windows launchers (standard .exe) for your java applications. It makes java deployment much smoother and user-friendly, as it is able to find any installed Java VM by itself.
– JSmooth's website
JSmooth is open source and has features, but it is very old. The last release was in 2007.
JexePack
JexePack is a command line tool (great for automated scripting) that allows you to package your Java application (class files), optionally along with its resources (like GIF/JPG/TXT/etc), into a single compressed 32-bit Windows EXE, which runs using Sun's Java Runtime Environment. Both console and windowed applications are supported.
– JexePack's website
JexePack is trialware. Payment is required for production use, and exe files created with this tool will display "reminders" without payment. Also, the last release was in 2013.
InstallAnywhere
InstallAnywhere makes it easy for developers to create professional installation software for any platform. With InstallAnywhere, you’ll adapt to industry changes quickly, get to market faster and deliver an engaging customer experience. And know the vulnerability of your project’s OSS components before you ship.
– InstallAnywhere's website
InstallAnywhere is a commercial/enterprise package that generates installers for Java-based programs. It's probably capable of creating .exe files.
Executable JAR files
As an alternative to .exe files, you can create a JAR file that automatically runs when double-clicked, by adding an entry point to the JAR manifest.
For more information
An excellent source of information on this topic is Excelsior's article "Convert Java to EXE – Why, When, When Not and How".
See also the companion article "Best JAR to EXE Conversion Tools, Free and Commercial".

Launch4j
Launch4j is a cross-platform tool for wrapping Java applications distributed as jars in lightweight Windows native executables. The executable can be configured to search for a certain JRE version or use a bundled one, and it's possible to set runtime options, like the initial/max heap size. The wrapper also provides better user experience through an application icon, a native pre-JRE splash screen, a custom process name, and a Java download page in case the appropriate JRE cannot be found.
– Launch4j's website

UPDATE: GCJ is dead. It was officially removed from the GCC project in 2016. Even before that, it was practically abandoned for seven years, and in any case it was never sufficiently complete to serve as a viable alternative Java implementation.
Go find another Java AOT compiler.
GCJ: The GNU Compiler for Java can compile Java source code into native machine code, including Windows executables.
Although not everything in Java is supported under GCJ, especially the GUI components (see
What Java API's are supported? How complete is the support? question from the FAQ). I haven't used GCJ much, but from the limited testing I've done with console applications, it seems fine.
One downside of using GCJ to create an standalone executable is that the size of the resulting EXE can be quite large. One time I compiled a trivial console application in GCJ and the result was an executable about 1 MB. (There may be ways around this that I am not aware of. Another option would be executable compression programs.)
In terms of open-source installers, the Nullsoft Scriptable Install System is a scriptable installer. If you're curious, there are user contributed examples on how to detect the presence of a JRE and install it automatically if the required JRE is not installed. (Just to let you know, I haven't used NSIS before.)
For more information on using NSIS for installing Java applications, please take a look at my response for the question "What's the best way to distribute Java applications?"

You could make a batch file with the following code:
start javaw -jar JarFile.jar
and convert the .bat to an .exe using any .bat to .exe converter.

We're using Install4J to build installers for windows or unix environments.
It's easily customizable up to the point where you want to write scripts for special actions that cannot be done with standard dialogues. But even though we're setting up windows services with it, we're only using standard components.
installer + launcher
windows or unix
scriptable in Java
ant task
lots of customizable standard panels and actions
optionally includes or downloads a JRE
can also launch windows services
multiple languages
I think Launch4J is from the same company (just the launcher - no installer).
PS: sadly i'm not getting paid for this endorsement. I just like that tool.

The latest Java Web Start has been enhanced to allow good offline operation as well as allowing "local installation". It is worth looking into.
EDIT 2018: Java Web Start is no longer bundled with the newest JDK's. Oracle is pushing towards a "deploy your app locally with an enclosed JRE" model instead.

IMHO JSmooth seems to do a pretty good job.

If you need to convert your entire application to native code, i.e. an EXE plus DLLs, there is ExcelsiorJET. I found it works well and provided an alternative to bundling a JRE.
EDIT: This was posted in 2010 - the product is no longer available.

I would say launch4j is the best tool for converting a java source code(.java) to .exe file
You can even bundle a jre with it for distribution and the exe can even be iconified.
Although the size of application increases, it makes sure that the application will work perfectly even if the user does not have a jre installed. It also makes sure that you are able to provide the specific jre required for your app without the user having to install it separately.
But unfortunately, java loses its importance. Its multi platform support is totally ignored and the final app is only supported for windows. But that is not a big deal, if you are catering only to windows users.

As of JDK14, jpackage replaces javapackager mentioned in #Jay answer. The Windows version requires Wix 3.0 and it is fairly straightforward to take a java application and build an installer which provides EXE launcher.
It can also be used with jlink to build a cut-down Java runtime image which is bundled with the installer and only contains the set of modules needed to support your application. The jlink step will also be run implicitly by jpackage if no runtime is specified, but I prefer to make the JRE image separately as it will only change when you update JDK or add new module dependencies to your project.
Example main for Java class:
package exe;
public class Main {
public static void main(String[] args) {
for (int i = 0; i < args.length; i++) {
System.out.println("args["+i+"]="+args[i]);
}
}
}
Here are example steps to build on Windows - obviously you'd set up your local build environment (Maven / ant / etc) to re-produce this:
mkdir jpackage.input\jars tmp
javac -d tmp src\exe\Main.java
pushd tmp && jar cvf ..\jpackage.input\jars\myapp.jar . && popd
Check it runs:
java -cp jpackage.input\jars\myapp.jar exe.Main X Y Z
Create a runtime image with jlink for the set of modules use by your application:
set jlink.modules=java.base
jlink --add-modules %jlink.modules% --strip-debug --no-man-pages --no-header-files --compress=1 --output jpackage.jre
In case there are missing modules above, you should check the jlink JRE runtime image can run your app:
jpackage.jre\bin\java -cp jpackage.input\jars\myapp.jar exe.Main X Y Z
Use jpackage to generate installer, with app version based on date+hour (this saves on need to un-install every re-install) and to print out all system properties - remove the parameter "-XshowSettings:properties" after testing:
set appver=%date:~6,2%.%date:~3,2%.%date:~0,2%%time:~0,2%
jpackage --win-console --input jpackage.input --runtime-image jpackage.jre --app-version %appver% --type exe --name "MyApp" --dest jpackage.dest --java-options "-XshowSettings:properties" --main-jar jars\myapp.jar --main-class exe.Main
Run the installer:
jpackage.dest\MyApp-%appver%.exe
Test the application:
"C:\Program Files\MyApp\MyApp.exe" ONE 2 THREE
... Prints system properties ...
args[0]=ONE
args[1]=2
args[2]=THREE

You can use Janel. This last works as an application launcher or service launcher (available from 4.x).

Alternatively, you can use some java-to-c translator (e.g., JCGO) and compile the generated C files to a native binary (.exe) file for the target platform.

I can be forgiven for being against converting a java program to a .exe Application and I have My reasons. the Major one being that a java program can be compiled to a jar file from A lot of IDE's. When the program is in .jar format, it can run in Multiple Platforms as opposed to .exe which would run Only in very limited Environment. I am for the Idea that Java Programs shoudl not be converted to Exe unless it is very neccesary. One can always write .bat files that runs the Java program while it is a jar file.
if it is really neccesary to convert it to exe, Jar2Exe converter silently does that and one can also attach Libraries that are compiled together with the Main Application.

You can convert jar to exe using jar2exe. However you need to purchase the software. If you need a open source software i would suggest JSmooth.

Cautionary note: Much has changed with packaging and deployment since this question was first asked. Most of the answers given are not even current with JIGSAW (Java 9+).
If the goal is to create OS specific packages, information is provided in Oracle Docs Java 17 Packaging Tool User Guide. This guide includes documentation for the jpackage tool, which allows one to create platform-specific packages for Linux, macOS and Windows. I assume the Windows-specific instructions should include arriving at an .exe file, since that remains the most familiar way for Windows users to install and run applications.
My own personal experience creating an exe (for sale on itch.io) was with the Java Platform, Standard Edition Deployment Guide, which included making use of the tool Inno Setup 5. This documentation is older, is for Java 9. The section directly pertaining to .exe packaging is located here As a first step, I used jlink to make a self-contained package. At the time I was first wrangling with this, I was unable to figure out how to get jpackage to work with my modular program. But now that Jigsaw has been around for several years, jpackage is now likely much easier to use, and would be my first choice for the next Java app I might publish for Windows users.

Java projects are exported as Jar executables. When you wanna do a .exe file of a java project, what you can do is 'convert' the JAR to EXE (i remark that i putted between quotes convert because isn't exactly this).
From intelij you gonna be able to generate only the jar
Try following the next example : https://www.genuinecoder.com/convert-java-jar-to-exe/

Related

If I have a Java source file (*.java) or a class file (*.class), how can I convert it to a .exe file?
I also need an installer for my program.

javapackager
The Java Packager tool compiles, packages, and prepares Java and JavaFX applications for distribution. The javapackager command is the command-line version.
– Oracle's documentation
The javapackager utility ships with the JDK. It can generate .exe files with the -native exe flag, among many other things.
WinRun4J
WinRun4j is a java launcher for windows. It is an alternative to javaw.exe and provides the following benefits:
Uses an INI file for specifying classpath, main class, vm args, program args.
Custom executable name that appears in task manager.
Additional JVM args for more flexible memory use.
Built-in icon replacer for custom icon.
[more bullet points follow]
– WinRun4J's webpage
WinRun4J is an open source utility. It has many features.
packr
Packages your JAR, assets and a JVM for distribution on Windows, Linux and Mac OS X, adding a native executable file to make it appear like a native app. Packr is most suitable for GUI applications.
– packr README
packr is another open source tool.
JSmooth
JSmooth is a Java Executable Wrapper. It creates native Windows launchers (standard .exe) for your java applications. It makes java deployment much smoother and user-friendly, as it is able to find any installed Java VM by itself.
– JSmooth's website
JSmooth is open source and has features, but it is very old. The last release was in 2007.
JexePack
JexePack is a command line tool (great for automated scripting) that allows you to package your Java application (class files), optionally along with its resources (like GIF/JPG/TXT/etc), into a single compressed 32-bit Windows EXE, which runs using Sun's Java Runtime Environment. Both console and windowed applications are supported.
– JexePack's website
JexePack is trialware. Payment is required for production use, and exe files created with this tool will display "reminders" without payment. Also, the last release was in 2013.
InstallAnywhere
InstallAnywhere makes it easy for developers to create professional installation software for any platform. With InstallAnywhere, you’ll adapt to industry changes quickly, get to market faster and deliver an engaging customer experience. And know the vulnerability of your project’s OSS components before you ship.
– InstallAnywhere's website
InstallAnywhere is a commercial/enterprise package that generates installers for Java-based programs. It's probably capable of creating .exe files.
Executable JAR files
As an alternative to .exe files, you can create a JAR file that automatically runs when double-clicked, by adding an entry point to the JAR manifest.
For more information
An excellent source of information on this topic is Excelsior's article "Convert Java to EXE – Why, When, When Not and How".
See also the companion article "Best JAR to EXE Conversion Tools, Free and Commercial".

Launch4j
Launch4j is a cross-platform tool for wrapping Java applications distributed as jars in lightweight Windows native executables. The executable can be configured to search for a certain JRE version or use a bundled one, and it's possible to set runtime options, like the initial/max heap size. The wrapper also provides better user experience through an application icon, a native pre-JRE splash screen, a custom process name, and a Java download page in case the appropriate JRE cannot be found.
– Launch4j's website

UPDATE: GCJ is dead. It was officially removed from the GCC project in 2016. Even before that, it was practically abandoned for seven years, and in any case it was never sufficiently complete to serve as a viable alternative Java implementation.
Go find another Java AOT compiler.
GCJ: The GNU Compiler for Java can compile Java source code into native machine code, including Windows executables.
Although not everything in Java is supported under GCJ, especially the GUI components (see
What Java API's are supported? How complete is the support? question from the FAQ). I haven't used GCJ much, but from the limited testing I've done with console applications, it seems fine.
One downside of using GCJ to create an standalone executable is that the size of the resulting EXE can be quite large. One time I compiled a trivial console application in GCJ and the result was an executable about 1 MB. (There may be ways around this that I am not aware of. Another option would be executable compression programs.)
In terms of open-source installers, the Nullsoft Scriptable Install System is a scriptable installer. If you're curious, there are user contributed examples on how to detect the presence of a JRE and install it automatically if the required JRE is not installed. (Just to let you know, I haven't used NSIS before.)
For more information on using NSIS for installing Java applications, please take a look at my response for the question "What's the best way to distribute Java applications?"

You could make a batch file with the following code:
start javaw -jar JarFile.jar
and convert the .bat to an .exe using any .bat to .exe converter.

We're using Install4J to build installers for windows or unix environments.
It's easily customizable up to the point where you want to write scripts for special actions that cannot be done with standard dialogues. But even though we're setting up windows services with it, we're only using standard components.
installer + launcher
windows or unix
scriptable in Java
ant task
lots of customizable standard panels and actions
optionally includes or downloads a JRE
can also launch windows services
multiple languages
I think Launch4J is from the same company (just the launcher - no installer).
PS: sadly i'm not getting paid for this endorsement. I just like that tool.

The latest Java Web Start has been enhanced to allow good offline operation as well as allowing "local installation". It is worth looking into.
EDIT 2018: Java Web Start is no longer bundled with the newest JDK's. Oracle is pushing towards a "deploy your app locally with an enclosed JRE" model instead.

IMHO JSmooth seems to do a pretty good job.

If you need to convert your entire application to native code, i.e. an EXE plus DLLs, there is ExcelsiorJET. I found it works well and provided an alternative to bundling a JRE.
EDIT: This was posted in 2010 - the product is no longer available.

I would say launch4j is the best tool for converting a java source code(.java) to .exe file
You can even bundle a jre with it for distribution and the exe can even be iconified.
Although the size of application increases, it makes sure that the application will work perfectly even if the user does not have a jre installed. It also makes sure that you are able to provide the specific jre required for your app without the user having to install it separately.
But unfortunately, java loses its importance. Its multi platform support is totally ignored and the final app is only supported for windows. But that is not a big deal, if you are catering only to windows users.

As of JDK14, jpackage replaces javapackager mentioned in #Jay answer. The Windows version requires Wix 3.0 and it is fairly straightforward to take a java application and build an installer which provides EXE launcher.
It can also be used with jlink to build a cut-down Java runtime image which is bundled with the installer and only contains the set of modules needed to support your application. The jlink step will also be run implicitly by jpackage if no runtime is specified, but I prefer to make the JRE image separately as it will only change when you update JDK or add new module dependencies to your project.
Example main for Java class:
package exe;
public class Main {
public static void main(String[] args) {
for (int i = 0; i < args.length; i++) {
System.out.println("args["+i+"]="+args[i]);
}
}
}
Here are example steps to build on Windows - obviously you'd set up your local build environment (Maven / ant / etc) to re-produce this:
mkdir jpackage.input\jars tmp
javac -d tmp src\exe\Main.java
pushd tmp && jar cvf ..\jpackage.input\jars\myapp.jar . && popd
Check it runs:
java -cp jpackage.input\jars\myapp.jar exe.Main X Y Z
Create a runtime image with jlink for the set of modules use by your application:
set jlink.modules=java.base
jlink --add-modules %jlink.modules% --strip-debug --no-man-pages --no-header-files --compress=1 --output jpackage.jre
In case there are missing modules above, you should check the jlink JRE runtime image can run your app:
jpackage.jre\bin\java -cp jpackage.input\jars\myapp.jar exe.Main X Y Z
Use jpackage to generate installer, with app version based on date+hour (this saves on need to un-install every re-install) and to print out all system properties - remove the parameter "-XshowSettings:properties" after testing:
set appver=%date:~6,2%.%date:~3,2%.%date:~0,2%%time:~0,2%
jpackage --win-console --input jpackage.input --runtime-image jpackage.jre --app-version %appver% --type exe --name "MyApp" --dest jpackage.dest --java-options "-XshowSettings:properties" --main-jar jars\myapp.jar --main-class exe.Main
Run the installer:
jpackage.dest\MyApp-%appver%.exe
Test the application:
"C:\Program Files\MyApp\MyApp.exe" ONE 2 THREE
... Prints system properties ...
args[0]=ONE
args[1]=2
args[2]=THREE

You can use Janel. This last works as an application launcher or service launcher (available from 4.x).

Alternatively, you can use some java-to-c translator (e.g., JCGO) and compile the generated C files to a native binary (.exe) file for the target platform.

I can be forgiven for being against converting a java program to a .exe Application and I have My reasons. the Major one being that a java program can be compiled to a jar file from A lot of IDE's. When the program is in .jar format, it can run in Multiple Platforms as opposed to .exe which would run Only in very limited Environment. I am for the Idea that Java Programs shoudl not be converted to Exe unless it is very neccesary. One can always write .bat files that runs the Java program while it is a jar file.
if it is really neccesary to convert it to exe, Jar2Exe converter silently does that and one can also attach Libraries that are compiled together with the Main Application.

You can convert jar to exe using jar2exe. However you need to purchase the software. If you need a open source software i would suggest JSmooth.

Cautionary note: Much has changed with packaging and deployment since this question was first asked. Most of the answers given are not even current with JIGSAW (Java 9+).
If the goal is to create OS specific packages, information is provided in Oracle Docs Java 17 Packaging Tool User Guide. This guide includes documentation for the jpackage tool, which allows one to create platform-specific packages for Linux, macOS and Windows. I assume the Windows-specific instructions should include arriving at an .exe file, since that remains the most familiar way for Windows users to install and run applications.
My own personal experience creating an exe (for sale on itch.io) was with the Java Platform, Standard Edition Deployment Guide, which included making use of the tool Inno Setup 5. This documentation is older, is for Java 9. The section directly pertaining to .exe packaging is located here As a first step, I used jlink to make a self-contained package. At the time I was first wrangling with this, I was unable to figure out how to get jpackage to work with my modular program. But now that Jigsaw has been around for several years, jpackage is now likely much easier to use, and would be my first choice for the next Java app I might publish for Windows users.

Java projects are exported as Jar executables. When you wanna do a .exe file of a java project, what you can do is 'convert' the JAR to EXE (i remark that i putted between quotes convert because isn't exactly this).
From intelij you gonna be able to generate only the jar
Try following the next example : https://www.genuinecoder.com/convert-java-jar-to-exe/

If I have a Java source file (*.java) or a class file (*.class), how can I convert it to a .exe file?
I also need an installer for my program.

javapackager
The Java Packager tool compiles, packages, and prepares Java and JavaFX applications for distribution. The javapackager command is the command-line version.
– Oracle's documentation
The javapackager utility ships with the JDK. It can generate .exe files with the -native exe flag, among many other things.
WinRun4J
WinRun4j is a java launcher for windows. It is an alternative to javaw.exe and provides the following benefits:
Uses an INI file for specifying classpath, main class, vm args, program args.
Custom executable name that appears in task manager.
Additional JVM args for more flexible memory use.
Built-in icon replacer for custom icon.
[more bullet points follow]
– WinRun4J's webpage
WinRun4J is an open source utility. It has many features.
packr
Packages your JAR, assets and a JVM for distribution on Windows, Linux and Mac OS X, adding a native executable file to make it appear like a native app. Packr is most suitable for GUI applications.
– packr README
packr is another open source tool.
JSmooth
JSmooth is a Java Executable Wrapper. It creates native Windows launchers (standard .exe) for your java applications. It makes java deployment much smoother and user-friendly, as it is able to find any installed Java VM by itself.
– JSmooth's website
JSmooth is open source and has features, but it is very old. The last release was in 2007.
JexePack
JexePack is a command line tool (great for automated scripting) that allows you to package your Java application (class files), optionally along with its resources (like GIF/JPG/TXT/etc), into a single compressed 32-bit Windows EXE, which runs using Sun's Java Runtime Environment. Both console and windowed applications are supported.
– JexePack's website
JexePack is trialware. Payment is required for production use, and exe files created with this tool will display "reminders" without payment. Also, the last release was in 2013.
InstallAnywhere
InstallAnywhere makes it easy for developers to create professional installation software for any platform. With InstallAnywhere, you’ll adapt to industry changes quickly, get to market faster and deliver an engaging customer experience. And know the vulnerability of your project’s OSS components before you ship.
– InstallAnywhere's website
InstallAnywhere is a commercial/enterprise package that generates installers for Java-based programs. It's probably capable of creating .exe files.
Executable JAR files
As an alternative to .exe files, you can create a JAR file that automatically runs when double-clicked, by adding an entry point to the JAR manifest.
For more information
An excellent source of information on this topic is Excelsior's article "Convert Java to EXE – Why, When, When Not and How".
See also the companion article "Best JAR to EXE Conversion Tools, Free and Commercial".

Launch4j
Launch4j is a cross-platform tool for wrapping Java applications distributed as jars in lightweight Windows native executables. The executable can be configured to search for a certain JRE version or use a bundled one, and it's possible to set runtime options, like the initial/max heap size. The wrapper also provides better user experience through an application icon, a native pre-JRE splash screen, a custom process name, and a Java download page in case the appropriate JRE cannot be found.
– Launch4j's website

UPDATE: GCJ is dead. It was officially removed from the GCC project in 2016. Even before that, it was practically abandoned for seven years, and in any case it was never sufficiently complete to serve as a viable alternative Java implementation.
Go find another Java AOT compiler.
GCJ: The GNU Compiler for Java can compile Java source code into native machine code, including Windows executables.
Although not everything in Java is supported under GCJ, especially the GUI components (see
What Java API's are supported? How complete is the support? question from the FAQ). I haven't used GCJ much, but from the limited testing I've done with console applications, it seems fine.
One downside of using GCJ to create an standalone executable is that the size of the resulting EXE can be quite large. One time I compiled a trivial console application in GCJ and the result was an executable about 1 MB. (There may be ways around this that I am not aware of. Another option would be executable compression programs.)
In terms of open-source installers, the Nullsoft Scriptable Install System is a scriptable installer. If you're curious, there are user contributed examples on how to detect the presence of a JRE and install it automatically if the required JRE is not installed. (Just to let you know, I haven't used NSIS before.)
For more information on using NSIS for installing Java applications, please take a look at my response for the question "What's the best way to distribute Java applications?"

You could make a batch file with the following code:
start javaw -jar JarFile.jar
and convert the .bat to an .exe using any .bat to .exe converter.

We're using Install4J to build installers for windows or unix environments.
It's easily customizable up to the point where you want to write scripts for special actions that cannot be done with standard dialogues. But even though we're setting up windows services with it, we're only using standard components.
installer + launcher
windows or unix
scriptable in Java
ant task
lots of customizable standard panels and actions
optionally includes or downloads a JRE
can also launch windows services
multiple languages
I think Launch4J is from the same company (just the launcher - no installer).
PS: sadly i'm not getting paid for this endorsement. I just like that tool.

The latest Java Web Start has been enhanced to allow good offline operation as well as allowing "local installation". It is worth looking into.
EDIT 2018: Java Web Start is no longer bundled with the newest JDK's. Oracle is pushing towards a "deploy your app locally with an enclosed JRE" model instead.

IMHO JSmooth seems to do a pretty good job.

If you need to convert your entire application to native code, i.e. an EXE plus DLLs, there is ExcelsiorJET. I found it works well and provided an alternative to bundling a JRE.
EDIT: This was posted in 2010 - the product is no longer available.

I would say launch4j is the best tool for converting a java source code(.java) to .exe file
You can even bundle a jre with it for distribution and the exe can even be iconified.
Although the size of application increases, it makes sure that the application will work perfectly even if the user does not have a jre installed. It also makes sure that you are able to provide the specific jre required for your app without the user having to install it separately.
But unfortunately, java loses its importance. Its multi platform support is totally ignored and the final app is only supported for windows. But that is not a big deal, if you are catering only to windows users.

As of JDK14, jpackage replaces javapackager mentioned in #Jay answer. The Windows version requires Wix 3.0 and it is fairly straightforward to take a java application and build an installer which provides EXE launcher.
It can also be used with jlink to build a cut-down Java runtime image which is bundled with the installer and only contains the set of modules needed to support your application. The jlink step will also be run implicitly by jpackage if no runtime is specified, but I prefer to make the JRE image separately as it will only change when you update JDK or add new module dependencies to your project.
Example main for Java class:
package exe;
public class Main {
public static void main(String[] args) {
for (int i = 0; i < args.length; i++) {
System.out.println("args["+i+"]="+args[i]);
}
}
}
Here are example steps to build on Windows - obviously you'd set up your local build environment (Maven / ant / etc) to re-produce this:
mkdir jpackage.input\jars tmp
javac -d tmp src\exe\Main.java
pushd tmp && jar cvf ..\jpackage.input\jars\myapp.jar . && popd
Check it runs:
java -cp jpackage.input\jars\myapp.jar exe.Main X Y Z
Create a runtime image with jlink for the set of modules use by your application:
set jlink.modules=java.base
jlink --add-modules %jlink.modules% --strip-debug --no-man-pages --no-header-files --compress=1 --output jpackage.jre
In case there are missing modules above, you should check the jlink JRE runtime image can run your app:
jpackage.jre\bin\java -cp jpackage.input\jars\myapp.jar exe.Main X Y Z
Use jpackage to generate installer, with app version based on date+hour (this saves on need to un-install every re-install) and to print out all system properties - remove the parameter "-XshowSettings:properties" after testing:
set appver=%date:~6,2%.%date:~3,2%.%date:~0,2%%time:~0,2%
jpackage --win-console --input jpackage.input --runtime-image jpackage.jre --app-version %appver% --type exe --name "MyApp" --dest jpackage.dest --java-options "-XshowSettings:properties" --main-jar jars\myapp.jar --main-class exe.Main
Run the installer:
jpackage.dest\MyApp-%appver%.exe
Test the application:
"C:\Program Files\MyApp\MyApp.exe" ONE 2 THREE
... Prints system properties ...
args[0]=ONE
args[1]=2
args[2]=THREE

You can use Janel. This last works as an application launcher or service launcher (available from 4.x).

Alternatively, you can use some java-to-c translator (e.g., JCGO) and compile the generated C files to a native binary (.exe) file for the target platform.

I can be forgiven for being against converting a java program to a .exe Application and I have My reasons. the Major one being that a java program can be compiled to a jar file from A lot of IDE's. When the program is in .jar format, it can run in Multiple Platforms as opposed to .exe which would run Only in very limited Environment. I am for the Idea that Java Programs shoudl not be converted to Exe unless it is very neccesary. One can always write .bat files that runs the Java program while it is a jar file.
if it is really neccesary to convert it to exe, Jar2Exe converter silently does that and one can also attach Libraries that are compiled together with the Main Application.

You can convert jar to exe using jar2exe. However you need to purchase the software. If you need a open source software i would suggest JSmooth.

Cautionary note: Much has changed with packaging and deployment since this question was first asked. Most of the answers given are not even current with JIGSAW (Java 9+).
If the goal is to create OS specific packages, information is provided in Oracle Docs Java 17 Packaging Tool User Guide. This guide includes documentation for the jpackage tool, which allows one to create platform-specific packages for Linux, macOS and Windows. I assume the Windows-specific instructions should include arriving at an .exe file, since that remains the most familiar way for Windows users to install and run applications.
My own personal experience creating an exe (for sale on itch.io) was with the Java Platform, Standard Edition Deployment Guide, which included making use of the tool Inno Setup 5. This documentation is older, is for Java 9. The section directly pertaining to .exe packaging is located here As a first step, I used jlink to make a self-contained package. At the time I was first wrangling with this, I was unable to figure out how to get jpackage to work with my modular program. But now that Jigsaw has been around for several years, jpackage is now likely much easier to use, and would be my first choice for the next Java app I might publish for Windows users.

Java projects are exported as Jar executables. When you wanna do a .exe file of a java project, what you can do is 'convert' the JAR to EXE (i remark that i putted between quotes convert because isn't exactly this).
From intelij you gonna be able to generate only the jar
Try following the next example : https://www.genuinecoder.com/convert-java-jar-to-exe/

If I have a Java source file (*.java) or a class file (*.class), how can I convert it to a .exe file?
I also need an installer for my program.

javapackager
The Java Packager tool compiles, packages, and prepares Java and JavaFX applications for distribution. The javapackager command is the command-line version.
– Oracle's documentation
The javapackager utility ships with the JDK. It can generate .exe files with the -native exe flag, among many other things.
WinRun4J
WinRun4j is a java launcher for windows. It is an alternative to javaw.exe and provides the following benefits:
Uses an INI file for specifying classpath, main class, vm args, program args.
Custom executable name that appears in task manager.
Additional JVM args for more flexible memory use.
Built-in icon replacer for custom icon.
[more bullet points follow]
– WinRun4J's webpage
WinRun4J is an open source utility. It has many features.
packr
Packages your JAR, assets and a JVM for distribution on Windows, Linux and Mac OS X, adding a native executable file to make it appear like a native app. Packr is most suitable for GUI applications.
– packr README
packr is another open source tool.
JSmooth
JSmooth is a Java Executable Wrapper. It creates native Windows launchers (standard .exe) for your java applications. It makes java deployment much smoother and user-friendly, as it is able to find any installed Java VM by itself.
– JSmooth's website
JSmooth is open source and has features, but it is very old. The last release was in 2007.
JexePack
JexePack is a command line tool (great for automated scripting) that allows you to package your Java application (class files), optionally along with its resources (like GIF/JPG/TXT/etc), into a single compressed 32-bit Windows EXE, which runs using Sun's Java Runtime Environment. Both console and windowed applications are supported.
– JexePack's website
JexePack is trialware. Payment is required for production use, and exe files created with this tool will display "reminders" without payment. Also, the last release was in 2013.
InstallAnywhere
InstallAnywhere makes it easy for developers to create professional installation software for any platform. With InstallAnywhere, you’ll adapt to industry changes quickly, get to market faster and deliver an engaging customer experience. And know the vulnerability of your project’s OSS components before you ship.
– InstallAnywhere's website
InstallAnywhere is a commercial/enterprise package that generates installers for Java-based programs. It's probably capable of creating .exe files.
Executable JAR files
As an alternative to .exe files, you can create a JAR file that automatically runs when double-clicked, by adding an entry point to the JAR manifest.
For more information
An excellent source of information on this topic is Excelsior's article "Convert Java to EXE – Why, When, When Not and How".
See also the companion article "Best JAR to EXE Conversion Tools, Free and Commercial".

Launch4j
Launch4j is a cross-platform tool for wrapping Java applications distributed as jars in lightweight Windows native executables. The executable can be configured to search for a certain JRE version or use a bundled one, and it's possible to set runtime options, like the initial/max heap size. The wrapper also provides better user experience through an application icon, a native pre-JRE splash screen, a custom process name, and a Java download page in case the appropriate JRE cannot be found.
– Launch4j's website

UPDATE: GCJ is dead. It was officially removed from the GCC project in 2016. Even before that, it was practically abandoned for seven years, and in any case it was never sufficiently complete to serve as a viable alternative Java implementation.
Go find another Java AOT compiler.
GCJ: The GNU Compiler for Java can compile Java source code into native machine code, including Windows executables.
Although not everything in Java is supported under GCJ, especially the GUI components (see
What Java API's are supported? How complete is the support? question from the FAQ). I haven't used GCJ much, but from the limited testing I've done with console applications, it seems fine.
One downside of using GCJ to create an standalone executable is that the size of the resulting EXE can be quite large. One time I compiled a trivial console application in GCJ and the result was an executable about 1 MB. (There may be ways around this that I am not aware of. Another option would be executable compression programs.)
In terms of open-source installers, the Nullsoft Scriptable Install System is a scriptable installer. If you're curious, there are user contributed examples on how to detect the presence of a JRE and install it automatically if the required JRE is not installed. (Just to let you know, I haven't used NSIS before.)
For more information on using NSIS for installing Java applications, please take a look at my response for the question "What's the best way to distribute Java applications?"

You could make a batch file with the following code:
start javaw -jar JarFile.jar
and convert the .bat to an .exe using any .bat to .exe converter.

We're using Install4J to build installers for windows or unix environments.
It's easily customizable up to the point where you want to write scripts for special actions that cannot be done with standard dialogues. But even though we're setting up windows services with it, we're only using standard components.
installer + launcher
windows or unix
scriptable in Java
ant task
lots of customizable standard panels and actions
optionally includes or downloads a JRE
can also launch windows services
multiple languages
I think Launch4J is from the same company (just the launcher - no installer).
PS: sadly i'm not getting paid for this endorsement. I just like that tool.

The latest Java Web Start has been enhanced to allow good offline operation as well as allowing "local installation". It is worth looking into.
EDIT 2018: Java Web Start is no longer bundled with the newest JDK's. Oracle is pushing towards a "deploy your app locally with an enclosed JRE" model instead.

IMHO JSmooth seems to do a pretty good job.

If you need to convert your entire application to native code, i.e. an EXE plus DLLs, there is ExcelsiorJET. I found it works well and provided an alternative to bundling a JRE.
EDIT: This was posted in 2010 - the product is no longer available.

I would say launch4j is the best tool for converting a java source code(.java) to .exe file
You can even bundle a jre with it for distribution and the exe can even be iconified.
Although the size of application increases, it makes sure that the application will work perfectly even if the user does not have a jre installed. It also makes sure that you are able to provide the specific jre required for your app without the user having to install it separately.
But unfortunately, java loses its importance. Its multi platform support is totally ignored and the final app is only supported for windows. But that is not a big deal, if you are catering only to windows users.

As of JDK14, jpackage replaces javapackager mentioned in #Jay answer. The Windows version requires Wix 3.0 and it is fairly straightforward to take a java application and build an installer which provides EXE launcher.
It can also be used with jlink to build a cut-down Java runtime image which is bundled with the installer and only contains the set of modules needed to support your application. The jlink step will also be run implicitly by jpackage if no runtime is specified, but I prefer to make the JRE image separately as it will only change when you update JDK or add new module dependencies to your project.
Example main for Java class:
package exe;
public class Main {
public static void main(String[] args) {
for (int i = 0; i < args.length; i++) {
System.out.println("args["+i+"]="+args[i]);
}
}
}
Here are example steps to build on Windows - obviously you'd set up your local build environment (Maven / ant / etc) to re-produce this:
mkdir jpackage.input\jars tmp
javac -d tmp src\exe\Main.java
pushd tmp && jar cvf ..\jpackage.input\jars\myapp.jar . && popd
Check it runs:
java -cp jpackage.input\jars\myapp.jar exe.Main X Y Z
Create a runtime image with jlink for the set of modules use by your application:
set jlink.modules=java.base
jlink --add-modules %jlink.modules% --strip-debug --no-man-pages --no-header-files --compress=1 --output jpackage.jre
In case there are missing modules above, you should check the jlink JRE runtime image can run your app:
jpackage.jre\bin\java -cp jpackage.input\jars\myapp.jar exe.Main X Y Z
Use jpackage to generate installer, with app version based on date+hour (this saves on need to un-install every re-install) and to print out all system properties - remove the parameter "-XshowSettings:properties" after testing:
set appver=%date:~6,2%.%date:~3,2%.%date:~0,2%%time:~0,2%
jpackage --win-console --input jpackage.input --runtime-image jpackage.jre --app-version %appver% --type exe --name "MyApp" --dest jpackage.dest --java-options "-XshowSettings:properties" --main-jar jars\myapp.jar --main-class exe.Main
Run the installer:
jpackage.dest\MyApp-%appver%.exe
Test the application:
"C:\Program Files\MyApp\MyApp.exe" ONE 2 THREE
... Prints system properties ...
args[0]=ONE
args[1]=2
args[2]=THREE

You can use Janel. This last works as an application launcher or service launcher (available from 4.x).

Alternatively, you can use some java-to-c translator (e.g., JCGO) and compile the generated C files to a native binary (.exe) file for the target platform.

I can be forgiven for being against converting a java program to a .exe Application and I have My reasons. the Major one being that a java program can be compiled to a jar file from A lot of IDE's. When the program is in .jar format, it can run in Multiple Platforms as opposed to .exe which would run Only in very limited Environment. I am for the Idea that Java Programs shoudl not be converted to Exe unless it is very neccesary. One can always write .bat files that runs the Java program while it is a jar file.
if it is really neccesary to convert it to exe, Jar2Exe converter silently does that and one can also attach Libraries that are compiled together with the Main Application.

You can convert jar to exe using jar2exe. However you need to purchase the software. If you need a open source software i would suggest JSmooth.

Cautionary note: Much has changed with packaging and deployment since this question was first asked. Most of the answers given are not even current with JIGSAW (Java 9+).
If the goal is to create OS specific packages, information is provided in Oracle Docs Java 17 Packaging Tool User Guide. This guide includes documentation for the jpackage tool, which allows one to create platform-specific packages for Linux, macOS and Windows. I assume the Windows-specific instructions should include arriving at an .exe file, since that remains the most familiar way for Windows users to install and run applications.
My own personal experience creating an exe (for sale on itch.io) was with the Java Platform, Standard Edition Deployment Guide, which included making use of the tool Inno Setup 5. This documentation is older, is for Java 9. The section directly pertaining to .exe packaging is located here As a first step, I used jlink to make a self-contained package. At the time I was first wrangling with this, I was unable to figure out how to get jpackage to work with my modular program. But now that Jigsaw has been around for several years, jpackage is now likely much easier to use, and would be my first choice for the next Java app I might publish for Windows users.

Java projects are exported as Jar executables. When you wanna do a .exe file of a java project, what you can do is 'convert' the JAR to EXE (i remark that i putted between quotes convert because isn't exactly this).
From intelij you gonna be able to generate only the jar
Try following the next example : https://www.genuinecoder.com/convert-java-jar-to-exe/

If I have a Java source file (*.java) or a class file (*.class), how can I convert it to a .exe file?
I also need an installer for my program.

javapackager
The Java Packager tool compiles, packages, and prepares Java and JavaFX applications for distribution. The javapackager command is the command-line version.
– Oracle's documentation
The javapackager utility ships with the JDK. It can generate .exe files with the -native exe flag, among many other things.
WinRun4J
WinRun4j is a java launcher for windows. It is an alternative to javaw.exe and provides the following benefits:
Uses an INI file for specifying classpath, main class, vm args, program args.
Custom executable name that appears in task manager.
Additional JVM args for more flexible memory use.
Built-in icon replacer for custom icon.
[more bullet points follow]
– WinRun4J's webpage
WinRun4J is an open source utility. It has many features.
packr
Packages your JAR, assets and a JVM for distribution on Windows, Linux and Mac OS X, adding a native executable file to make it appear like a native app. Packr is most suitable for GUI applications.
– packr README
packr is another open source tool.
JSmooth
JSmooth is a Java Executable Wrapper. It creates native Windows launchers (standard .exe) for your java applications. It makes java deployment much smoother and user-friendly, as it is able to find any installed Java VM by itself.
– JSmooth's website
JSmooth is open source and has features, but it is very old. The last release was in 2007.
JexePack
JexePack is a command line tool (great for automated scripting) that allows you to package your Java application (class files), optionally along with its resources (like GIF/JPG/TXT/etc), into a single compressed 32-bit Windows EXE, which runs using Sun's Java Runtime Environment. Both console and windowed applications are supported.
– JexePack's website
JexePack is trialware. Payment is required for production use, and exe files created with this tool will display "reminders" without payment. Also, the last release was in 2013.
InstallAnywhere
InstallAnywhere makes it easy for developers to create professional installation software for any platform. With InstallAnywhere, you’ll adapt to industry changes quickly, get to market faster and deliver an engaging customer experience. And know the vulnerability of your project’s OSS components before you ship.
– InstallAnywhere's website
InstallAnywhere is a commercial/enterprise package that generates installers for Java-based programs. It's probably capable of creating .exe files.
Executable JAR files
As an alternative to .exe files, you can create a JAR file that automatically runs when double-clicked, by adding an entry point to the JAR manifest.
For more information
An excellent source of information on this topic is Excelsior's article "Convert Java to EXE – Why, When, When Not and How".
See also the companion article "Best JAR to EXE Conversion Tools, Free and Commercial".

Launch4j
Launch4j is a cross-platform tool for wrapping Java applications distributed as jars in lightweight Windows native executables. The executable can be configured to search for a certain JRE version or use a bundled one, and it's possible to set runtime options, like the initial/max heap size. The wrapper also provides better user experience through an application icon, a native pre-JRE splash screen, a custom process name, and a Java download page in case the appropriate JRE cannot be found.
– Launch4j's website

UPDATE: GCJ is dead. It was officially removed from the GCC project in 2016. Even before that, it was practically abandoned for seven years, and in any case it was never sufficiently complete to serve as a viable alternative Java implementation.
Go find another Java AOT compiler.
GCJ: The GNU Compiler for Java can compile Java source code into native machine code, including Windows executables.
Although not everything in Java is supported under GCJ, especially the GUI components (see
What Java API's are supported? How complete is the support? question from the FAQ). I haven't used GCJ much, but from the limited testing I've done with console applications, it seems fine.
One downside of using GCJ to create an standalone executable is that the size of the resulting EXE can be quite large. One time I compiled a trivial console application in GCJ and the result was an executable about 1 MB. (There may be ways around this that I am not aware of. Another option would be executable compression programs.)
In terms of open-source installers, the Nullsoft Scriptable Install System is a scriptable installer. If you're curious, there are user contributed examples on how to detect the presence of a JRE and install it automatically if the required JRE is not installed. (Just to let you know, I haven't used NSIS before.)
For more information on using NSIS for installing Java applications, please take a look at my response for the question "What's the best way to distribute Java applications?"

You could make a batch file with the following code:
start javaw -jar JarFile.jar
and convert the .bat to an .exe using any .bat to .exe converter.

We're using Install4J to build installers for windows or unix environments.
It's easily customizable up to the point where you want to write scripts for special actions that cannot be done with standard dialogues. But even though we're setting up windows services with it, we're only using standard components.
installer + launcher
windows or unix
scriptable in Java
ant task
lots of customizable standard panels and actions
optionally includes or downloads a JRE
can also launch windows services
multiple languages
I think Launch4J is from the same company (just the launcher - no installer).
PS: sadly i'm not getting paid for this endorsement. I just like that tool.

The latest Java Web Start has been enhanced to allow good offline operation as well as allowing "local installation". It is worth looking into.
EDIT 2018: Java Web Start is no longer bundled with the newest JDK's. Oracle is pushing towards a "deploy your app locally with an enclosed JRE" model instead.

IMHO JSmooth seems to do a pretty good job.

If you need to convert your entire application to native code, i.e. an EXE plus DLLs, there is ExcelsiorJET. I found it works well and provided an alternative to bundling a JRE.
EDIT: This was posted in 2010 - the product is no longer available.

I would say launch4j is the best tool for converting a java source code(.java) to .exe file
You can even bundle a jre with it for distribution and the exe can even be iconified.
Although the size of application increases, it makes sure that the application will work perfectly even if the user does not have a jre installed. It also makes sure that you are able to provide the specific jre required for your app without the user having to install it separately.
But unfortunately, java loses its importance. Its multi platform support is totally ignored and the final app is only supported for windows. But that is not a big deal, if you are catering only to windows users.

As of JDK14, jpackage replaces javapackager mentioned in #Jay answer. The Windows version requires Wix 3.0 and it is fairly straightforward to take a java application and build an installer which provides EXE launcher.
It can also be used with jlink to build a cut-down Java runtime image which is bundled with the installer and only contains the set of modules needed to support your application. The jlink step will also be run implicitly by jpackage if no runtime is specified, but I prefer to make the JRE image separately as it will only change when you update JDK or add new module dependencies to your project.
Example main for Java class:
package exe;
public class Main {
public static void main(String[] args) {
for (int i = 0; i < args.length; i++) {
System.out.println("args["+i+"]="+args[i]);
}
}
}
Here are example steps to build on Windows - obviously you'd set up your local build environment (Maven / ant / etc) to re-produce this:
mkdir jpackage.input\jars tmp
javac -d tmp src\exe\Main.java
pushd tmp && jar cvf ..\jpackage.input\jars\myapp.jar . && popd
Check it runs:
java -cp jpackage.input\jars\myapp.jar exe.Main X Y Z
Create a runtime image with jlink for the set of modules use by your application:
set jlink.modules=java.base
jlink --add-modules %jlink.modules% --strip-debug --no-man-pages --no-header-files --compress=1 --output jpackage.jre
In case there are missing modules above, you should check the jlink JRE runtime image can run your app:
jpackage.jre\bin\java -cp jpackage.input\jars\myapp.jar exe.Main X Y Z
Use jpackage to generate installer, with app version based on date+hour (this saves on need to un-install every re-install) and to print out all system properties - remove the parameter "-XshowSettings:properties" after testing:
set appver=%date:~6,2%.%date:~3,2%.%date:~0,2%%time:~0,2%
jpackage --win-console --input jpackage.input --runtime-image jpackage.jre --app-version %appver% --type exe --name "MyApp" --dest jpackage.dest --java-options "-XshowSettings:properties" --main-jar jars\myapp.jar --main-class exe.Main
Run the installer:
jpackage.dest\MyApp-%appver%.exe
Test the application:
"C:\Program Files\MyApp\MyApp.exe" ONE 2 THREE
... Prints system properties ...
args[0]=ONE
args[1]=2
args[2]=THREE

You can use Janel. This last works as an application launcher or service launcher (available from 4.x).

Alternatively, you can use some java-to-c translator (e.g., JCGO) and compile the generated C files to a native binary (.exe) file for the target platform.

I can be forgiven for being against converting a java program to a .exe Application and I have My reasons. the Major one being that a java program can be compiled to a jar file from A lot of IDE's. When the program is in .jar format, it can run in Multiple Platforms as opposed to .exe which would run Only in very limited Environment. I am for the Idea that Java Programs shoudl not be converted to Exe unless it is very neccesary. One can always write .bat files that runs the Java program while it is a jar file.
if it is really neccesary to convert it to exe, Jar2Exe converter silently does that and one can also attach Libraries that are compiled together with the Main Application.

You can convert jar to exe using jar2exe. However you need to purchase the software. If you need a open source software i would suggest JSmooth.

Cautionary note: Much has changed with packaging and deployment since this question was first asked. Most of the answers given are not even current with JIGSAW (Java 9+).
If the goal is to create OS specific packages, information is provided in Oracle Docs Java 17 Packaging Tool User Guide. This guide includes documentation for the jpackage tool, which allows one to create platform-specific packages for Linux, macOS and Windows. I assume the Windows-specific instructions should include arriving at an .exe file, since that remains the most familiar way for Windows users to install and run applications.
My own personal experience creating an exe (for sale on itch.io) was with the Java Platform, Standard Edition Deployment Guide, which included making use of the tool Inno Setup 5. This documentation is older, is for Java 9. The section directly pertaining to .exe packaging is located here As a first step, I used jlink to make a self-contained package. At the time I was first wrangling with this, I was unable to figure out how to get jpackage to work with my modular program. But now that Jigsaw has been around for several years, jpackage is now likely much easier to use, and would be my first choice for the next Java app I might publish for Windows users.

Java projects are exported as Jar executables. When you wanna do a .exe file of a java project, what you can do is 'convert' the JAR to EXE (i remark that i putted between quotes convert because isn't exactly this).
From intelij you gonna be able to generate only the jar
Try following the next example : https://www.genuinecoder.com/convert-java-jar-to-exe/

If I have a Java source file (*.java) or a class file (*.class), how can I convert it to a .exe file?
I also need an installer for my program.

javapackager
The Java Packager tool compiles, packages, and prepares Java and JavaFX applications for distribution. The javapackager command is the command-line version.
– Oracle's documentation
The javapackager utility ships with the JDK. It can generate .exe files with the -native exe flag, among many other things.
WinRun4J
WinRun4j is a java launcher for windows. It is an alternative to javaw.exe and provides the following benefits:
Uses an INI file for specifying classpath, main class, vm args, program args.
Custom executable name that appears in task manager.
Additional JVM args for more flexible memory use.
Built-in icon replacer for custom icon.
[more bullet points follow]
– WinRun4J's webpage
WinRun4J is an open source utility. It has many features.
packr
Packages your JAR, assets and a JVM for distribution on Windows, Linux and Mac OS X, adding a native executable file to make it appear like a native app. Packr is most suitable for GUI applications.
– packr README
packr is another open source tool.
JSmooth
JSmooth is a Java Executable Wrapper. It creates native Windows launchers (standard .exe) for your java applications. It makes java deployment much smoother and user-friendly, as it is able to find any installed Java VM by itself.
– JSmooth's website
JSmooth is open source and has features, but it is very old. The last release was in 2007.
JexePack
JexePack is a command line tool (great for automated scripting) that allows you to package your Java application (class files), optionally along with its resources (like GIF/JPG/TXT/etc), into a single compressed 32-bit Windows EXE, which runs using Sun's Java Runtime Environment. Both console and windowed applications are supported.
– JexePack's website
JexePack is trialware. Payment is required for production use, and exe files created with this tool will display "reminders" without payment. Also, the last release was in 2013.
InstallAnywhere
InstallAnywhere makes it easy for developers to create professional installation software for any platform. With InstallAnywhere, you’ll adapt to industry changes quickly, get to market faster and deliver an engaging customer experience. And know the vulnerability of your project’s OSS components before you ship.
– InstallAnywhere's website
InstallAnywhere is a commercial/enterprise package that generates installers for Java-based programs. It's probably capable of creating .exe files.
Executable JAR files
As an alternative to .exe files, you can create a JAR file that automatically runs when double-clicked, by adding an entry point to the JAR manifest.
For more information
An excellent source of information on this topic is Excelsior's article "Convert Java to EXE – Why, When, When Not and How".
See also the companion article "Best JAR to EXE Conversion Tools, Free and Commercial".

Launch4j
Launch4j is a cross-platform tool for wrapping Java applications distributed as jars in lightweight Windows native executables. The executable can be configured to search for a certain JRE version or use a bundled one, and it's possible to set runtime options, like the initial/max heap size. The wrapper also provides better user experience through an application icon, a native pre-JRE splash screen, a custom process name, and a Java download page in case the appropriate JRE cannot be found.
– Launch4j's website

UPDATE: GCJ is dead. It was officially removed from the GCC project in 2016. Even before that, it was practically abandoned for seven years, and in any case it was never sufficiently complete to serve as a viable alternative Java implementation.
Go find another Java AOT compiler.
GCJ: The GNU Compiler for Java can compile Java source code into native machine code, including Windows executables.
Although not everything in Java is supported under GCJ, especially the GUI components (see
What Java API's are supported? How complete is the support? question from the FAQ). I haven't used GCJ much, but from the limited testing I've done with console applications, it seems fine.
One downside of using GCJ to create an standalone executable is that the size of the resulting EXE can be quite large. One time I compiled a trivial console application in GCJ and the result was an executable about 1 MB. (There may be ways around this that I am not aware of. Another option would be executable compression programs.)
In terms of open-source installers, the Nullsoft Scriptable Install System is a scriptable installer. If you're curious, there are user contributed examples on how to detect the presence of a JRE and install it automatically if the required JRE is not installed. (Just to let you know, I haven't used NSIS before.)
For more information on using NSIS for installing Java applications, please take a look at my response for the question "What's the best way to distribute Java applications?"

You could make a batch file with the following code:
start javaw -jar JarFile.jar
and convert the .bat to an .exe using any .bat to .exe converter.

We're using Install4J to build installers for windows or unix environments.
It's easily customizable up to the point where you want to write scripts for special actions that cannot be done with standard dialogues. But even though we're setting up windows services with it, we're only using standard components.
installer + launcher
windows or unix
scriptable in Java
ant task
lots of customizable standard panels and actions
optionally includes or downloads a JRE
can also launch windows services
multiple languages
I think Launch4J is from the same company (just the launcher - no installer).
PS: sadly i'm not getting paid for this endorsement. I just like that tool.

The latest Java Web Start has been enhanced to allow good offline operation as well as allowing "local installation". It is worth looking into.
EDIT 2018: Java Web Start is no longer bundled with the newest JDK's. Oracle is pushing towards a "deploy your app locally with an enclosed JRE" model instead.

IMHO JSmooth seems to do a pretty good job.

If you need to convert your entire application to native code, i.e. an EXE plus DLLs, there is ExcelsiorJET. I found it works well and provided an alternative to bundling a JRE.
EDIT: This was posted in 2010 - the product is no longer available.

I would say launch4j is the best tool for converting a java source code(.java) to .exe file
You can even bundle a jre with it for distribution and the exe can even be iconified.
Although the size of application increases, it makes sure that the application will work perfectly even if the user does not have a jre installed. It also makes sure that you are able to provide the specific jre required for your app without the user having to install it separately.
But unfortunately, java loses its importance. Its multi platform support is totally ignored and the final app is only supported for windows. But that is not a big deal, if you are catering only to windows users.

As of JDK14, jpackage replaces javapackager mentioned in #Jay answer. The Windows version requires Wix 3.0 and it is fairly straightforward to take a java application and build an installer which provides EXE launcher.
It can also be used with jlink to build a cut-down Java runtime image which is bundled with the installer and only contains the set of modules needed to support your application. The jlink step will also be run implicitly by jpackage if no runtime is specified, but I prefer to make the JRE image separately as it will only change when you update JDK or add new module dependencies to your project.
Example main for Java class:
package exe;
public class Main {
public static void main(String[] args) {
for (int i = 0; i < args.length; i++) {
System.out.println("args["+i+"]="+args[i]);
}
}
}
Here are example steps to build on Windows - obviously you'd set up your local build environment (Maven / ant / etc) to re-produce this:
mkdir jpackage.input\jars tmp
javac -d tmp src\exe\Main.java
pushd tmp && jar cvf ..\jpackage.input\jars\myapp.jar . && popd
Check it runs:
java -cp jpackage.input\jars\myapp.jar exe.Main X Y Z
Create a runtime image with jlink for the set of modules use by your application:
set jlink.modules=java.base
jlink --add-modules %jlink.modules% --strip-debug --no-man-pages --no-header-files --compress=1 --output jpackage.jre
In case there are missing modules above, you should check the jlink JRE runtime image can run your app:
jpackage.jre\bin\java -cp jpackage.input\jars\myapp.jar exe.Main X Y Z
Use jpackage to generate installer, with app version based on date+hour (this saves on need to un-install every re-install) and to print out all system properties - remove the parameter "-XshowSettings:properties" after testing:
set appver=%date:~6,2%.%date:~3,2%.%date:~0,2%%time:~0,2%
jpackage --win-console --input jpackage.input --runtime-image jpackage.jre --app-version %appver% --type exe --name "MyApp" --dest jpackage.dest --java-options "-XshowSettings:properties" --main-jar jars\myapp.jar --main-class exe.Main
Run the installer:
jpackage.dest\MyApp-%appver%.exe
Test the application:
"C:\Program Files\MyApp\MyApp.exe" ONE 2 THREE
... Prints system properties ...
args[0]=ONE
args[1]=2
args[2]=THREE

You can use Janel. This last works as an application launcher or service launcher (available from 4.x).

Alternatively, you can use some java-to-c translator (e.g., JCGO) and compile the generated C files to a native binary (.exe) file for the target platform.

I can be forgiven for being against converting a java program to a .exe Application and I have My reasons. the Major one being that a java program can be compiled to a jar file from A lot of IDE's. When the program is in .jar format, it can run in Multiple Platforms as opposed to .exe which would run Only in very limited Environment. I am for the Idea that Java Programs shoudl not be converted to Exe unless it is very neccesary. One can always write .bat files that runs the Java program while it is a jar file.
if it is really neccesary to convert it to exe, Jar2Exe converter silently does that and one can also attach Libraries that are compiled together with the Main Application.

You can convert jar to exe using jar2exe. However you need to purchase the software. If you need a open source software i would suggest JSmooth.

Cautionary note: Much has changed with packaging and deployment since this question was first asked. Most of the answers given are not even current with JIGSAW (Java 9+).
If the goal is to create OS specific packages, information is provided in Oracle Docs Java 17 Packaging Tool User Guide. This guide includes documentation for the jpackage tool, which allows one to create platform-specific packages for Linux, macOS and Windows. I assume the Windows-specific instructions should include arriving at an .exe file, since that remains the most familiar way for Windows users to install and run applications.
My own personal experience creating an exe (for sale on itch.io) was with the Java Platform, Standard Edition Deployment Guide, which included making use of the tool Inno Setup 5. This documentation is older, is for Java 9. The section directly pertaining to .exe packaging is located here As a first step, I used jlink to make a self-contained package. At the time I was first wrangling with this, I was unable to figure out how to get jpackage to work with my modular program. But now that Jigsaw has been around for several years, jpackage is now likely much easier to use, and would be my first choice for the next Java app I might publish for Windows users.

Java projects are exported as Jar executables. When you wanna do a .exe file of a java project, what you can do is 'convert' the JAR to EXE (i remark that i putted between quotes convert because isn't exactly this).
From intelij you gonna be able to generate only the jar
Try following the next example : https://www.genuinecoder.com/convert-java-jar-to-exe/